Scenarios and Policy Aggregation in Optimization Under Uncertainty

DOI10.1287/MOOR.16.1.119zbMATH Open0729.90067DBLPjournals/mor/RockafellarW91OpenAlexW1969007958WikidataQ89283043 ScholiaQ89283043MaRDI QIDQ3354472FDOQ3354472

Authors: Roger J.-B. Wets, R. T. Rockafellar 

Publication date: 1991

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6f2e62b12a803ee8f01725226a3d4a6aba86b6da

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zbMATH Keywords

augmented Lagrangianproximal point algorithmrobust decisionsscenario analysismultistage optimization problems under uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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