Applying the progressive hedging algorithm to stochastic generalized networks

DOI10.1007/BF02204860zbMath0734.90033OpenAlexW2027041028MaRDI QIDQ811327

John M. Mulvey, Hercules Vladimirou

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1007/bf02204860

zbMATH Keywords

decompositionprogressive hedging algorithmscenario analysisdynamic decision problemsmulti-scenario generalized networks

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• MINOS

Cites Work

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