Dynamic stochastic approximation for multi-stage stochastic optimization
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Publication:2020613
DOI10.1007/s10107-020-01489-yzbMath1465.90053arXiv1707.03324OpenAlexW3012647659MaRDI QIDQ2020613
Publication date: 23 April 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.03324
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Decentralized systems (93A14)
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