Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara and 
François Pacaud
august, 2020
Type de publication :
Article (revues avec comité de lecture)
Journal :
Journal of Optimization Theory and Applications
HAL :
hal-03104424
Mots clés :
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},
}