Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
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Publication:2011834
DOI10.1007/s00291-015-0427-6zbMath1368.90118OpenAlexW3124845019MaRDI QIDQ2011834
Publication date: 7 August 2017
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-015-0427-6
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Decomposition methods (49M27)
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