Browsing Stochastic Programming E-print Series (SPEPS) by Subject "Lagrangian"
Now showing items 1-1 of 1
2003-05-17BuchDynamic splitting An algorithm for deterministic and stochastic multiperiod optimizationA new algorithm for the nonlinear multistage stochastic programming problem (MSP) is presented; one that is reasonable for the large-scale problem (e.g. long term hydropower scheduling) and is highly parallel. The algorithm ...