Approximate scenario solutions in the progressive hedging algorithm
نویسندگان
چکیده
منابع مشابه
Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 1991
ISSN: 0254-5330,1572-9338
DOI: 10.1007/bf02204861