Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems
august, 2020
Type de publication :
Article (revues avec comité de lecture)
Journal :
Journal of Optimization Theory and Applications
HAL :
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}, }