Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm

DOI10.1007/S10957-024-02540-0MaRDI QIDQ6636816

Changjun Yu, J. Sun, Di Wu

Publication date: 12 November 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

progressive hedging algorithmoptimal control under uncertaintyrisk and regret measures

Mathematics Subject Classification ID

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