Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems
august, 2020
Publication type:
Paper in peer-reviewed journals
Journal:
Journal of Optimization Theory and Applications
HAL:
Keywords :
Discrete time stochastic optimal control, Decomposition methods, Dynamic programming
BibTeX:
@article{Car-Cha-DeL-Pac-2020, author={Pierre Carpentier and Jean-Philippe Chancelier and Michel De Lara and François Pacaud }, title={Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems }, doi={10.1007/s10957-020-01733-7 }, journal={Journal of Optimization Theory and Applications }, year={2020 }, month={8}, }