Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834)

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scientific article; zbMATH DE number 6757211
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Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
scientific article; zbMATH DE number 6757211

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    Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (English)
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    7 August 2017
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    stochastic programming
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    discrete time control
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    decomposition methods
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    iterative scheme
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