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Applying the progressive hedging algorithm to stochastic generalized networks - MaRDI portal

Applying the progressive hedging algorithm to stochastic generalized networks (Q811327)

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scientific article; zbMATH DE number 4215655
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English
Applying the progressive hedging algorithm to stochastic generalized networks
scientific article; zbMATH DE number 4215655

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    Applying the progressive hedging algorithm to stochastic generalized networks (English)
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    1991
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    scenario analysis
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    decomposition
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    dynamic decision problems
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    progressive hedging algorithm
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    multi-scenario generalized networks
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