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Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming - MaRDI portal

Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721)

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scientific article; zbMATH DE number 7319908
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Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
scientific article; zbMATH DE number 7319908

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    Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (English)
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    11 March 2021
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    stochastic programming
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    decomposition algorithms
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    convergence rates
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