scientific article; zbMATH DE number 7733435

zbMATH Open1522.90046arXiv1804.01711MaRDI QIDQ6137260FDOQ6137260

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Publication date: 1 September 2023

Full work available at URL: https://arxiv.org/abs/1804.01711

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingtime scalesmultistage stochastic optimizationdecision-hazard-decisiontime block decomposition

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Dynamic programming (90C39) Stochastic programming (90C15) Decomposition methods (49M27)

Cites Work

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• Aggregation and discretization in multistage stochastic programming
• Lectures on Stochastic Programming
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Aggregation bounds in stochastic linear programming
• Multiscale stochastic optimization: modeling aspects and scenario generation
• Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
• A standard form for sequential stochastic control
• Stochastic Multi-Stage Optimization
• Measurable Selection and Dynamic Programming
• Decomposition of large-scale stochastic optimal control problems
• Multi-horizon stochastic programming
• Periodical Multistage Stochastic Programs
• A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
• Title not available (Why is that?)

Cited In (2)

• Title not available (Why is that?)
• Decomposition methods for monotone two-time-scale stochastic optimization problems

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