Decomposition methods for monotone two-time-scale stochastic optimization problems
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
| Year of publication: |
2024
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|---|---|
| Authors: | Rigaut, Tristan ; Carpentier, Pierre ; 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
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| Subject: | Decomposition methods | Dynamic programming | Long-term battery management | Multi-horizon | Two-time-scale | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-024-00510-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636796