Scenario consensus algorithms for solving stochastic and dynamic problems

DOI10.1007/S10898-025-01531-3MaRDI QIDQ6921136zbMATH OpenFDO

Authors Felipe Lagos

Publication date 6 October 2025

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-025-01531-3

zbMATH Keywords

consensus functionsdynamic and stochastic transportation problemsmixed integer stochastic programmingprogressive hedging algorithm

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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