Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10011628771
In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem. This double decomposition is achieved applying a discrete time optimal control formulation to the original stochastic...
Persistent link: https://www.econbiz.de/10014041969