Mixing stochastic dynamic programming and scenario aggregation
type: Item
instance of: scholarly article
title: Mixing stochastic dynamic programming and scenario aggregation
zbMATH Open document ID: 0854.90104
DOI: 10.1007/BF02187638
author: Nils Jacob Berland
author: Kjetil K. Haugen
published in: Annals of Operations Research
publication date: 1996-07-31T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 912164
zbMATH Keywords: serial and parallel implementation
zbMATH Keywords: hybrid stochastic dynamic programming
zbMATH Keywords: progressive hedging algorithm
zbMATH Keywords: macroeconomic control theory
MaRDI profile type: Publication
cites work: Load Balancing in Hypercube Solution of Stochastic Optimization Problems
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cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty
cites work: Structural properties of the progressive hedging algorithm
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cites work: Q3145783
description: scientific article; zbMATH DE number 912164