scientific article; zbMATH DE number 7733435

MaRDI QIDQ6137260zbMATH OpenFDO

Authors

Publication date 1 September 2023

Full work available at URL https://arxiv.org/abs/1804.01711, https://www.heldermann.de/JCA/JCA30/JCA302/jca30034.htm

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)

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Cites work

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• A standard form for sequential stochastic control
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• Measurable Selection and Dynamic Programming
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
• Multi-horizon stochastic programming
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• Periodical multistage stochastic programs
• Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming

Cited in

(4)

• Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
• Decomposition methods for monotone two-time-scale stochastic optimization problems
• scientific article; zbMATH DE number 7733424 (Why is no real title available?)

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