Decomposition methods for monotone two-time-scale stochastic optimization problems
Year of publication: |
2024
|
---|---|
Authors: | Rigaut, Tristan ; Chancelier, Jean-Philippe ; De Lara, Michel |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 21.2024, 1, Art.-No. 28, p. 1-37
|
Subject: | Decomposition methods | Dynamic programming | Long-term battery management | Multi-horizon | Two-time-scale | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung |
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