Price decomposition in large-scale stochastic optimal control

Kengy Barty, Pierre Carpentier and Guy Cohen
december, 2010
Type de publication :
Prépublication
HAL :
hal-00545099
arXiv :
assets/images/icons/icon_arxiv.png 1012.2092
Mots clés :
Stochastic optimal control; Decomposition methods; Dynamic Programming;
BibTeX : 
@preprint{Bar-Car-Coh-2010,
    title={Price decomposition in large-scale stochastic optimal control },
    year={2010 },
    month={12},
    comment={{umatype:'preprint'}},
}