Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems

Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier and
Michel De Lara

submitted

Publication type:

Paper in peer-reviewed journals

HAL:

hal-02013969

BibTeX:

@article{Rig-Car-Cha-DeL-2200,
    author={Tristan Rigaut and Pierre Carpentier and Jean-Philippe 
           Chancelier and Michel De Lara },
    title={Decomposition Methods for Monotone Two-Time-Scale Stochastic 
           Optimization Problems },
    year={submitted },
    month={2},
}