Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Diana Barro, Elio Canestrelli
| Year of publication: |
July 2016
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|---|---|
| Authors: | Barro, Diana ; Canestrelli, Elio |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 38.2016, 3, p. 711-742
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| Subject: | Stochastic programming | Discrete time control | Decomposition methods | Iterative scheme | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Dynamische Optimierung | Dynamic programming | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-015-0427-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699618