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  • Search: subject:"Discrete time control"
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Year of publication
Subject
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Stochastic programming 2 Control theory 1 Decomposition method 1 Decomposition methods 1 Dekompositionsverfahren 1 Discrete time control 1 Dynamic programming 1 Dynamische Optimierung 1 Iterative scheme 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Stochastic process 1 Stochastischer Prozess 1 decomposition methods 1 discrete time control problem 1 iterative scheme 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Barro, Diana 2 Canestrelli, Elio 2
Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 1
Published in...
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OR spectrum : quantitative approaches in management 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - Dipartimento di Economia, Università Ca' Foscari Venezia - 2011
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/10009644995
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Cover Image
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - In: OR spectrum : quantitative approaches in management 38 (2016) 3, pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
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