A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (Q4892367)
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scientific article; zbMATH DE number 927098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems |
scientific article; zbMATH DE number 927098 |
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A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (English)
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11 March 1997
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convex analysis
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scenario aggregation algorithm
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dynamic minimax problem
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progressive hedging
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