Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085)
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scientific article; zbMATH DE number 7680331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition of convex high dimensional aggregative stochastic control problems |
scientific article; zbMATH DE number 7680331 |
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Decomposition of convex high dimensional aggregative stochastic control problems (English)
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27 April 2023
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stochastic optimization
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Lagrangian decomposition
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Uzawa's algorithm
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stochastic gradient
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thermostatically controlled loads
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