Decomposition methods for multi-horizon stochastic programming
Hongyu Zhang, Ignacio E. Grossmann, Asgeir Tomasgard
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Hongyu ; Grossmann, Ignacio E. ; Tomasgard, Asgeir |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 21.2024, 1, Art.-No. 32, p. 1-24
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| Subject: | Benders decomposition | Lagrangean decomposition | Multi-horizon stochastic programming | Parallel computing | Primal reduction | Stochastic programming | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-024-00509-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636804