Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty

标题
Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
作者
关键词
-
出版物
SIAM JOURNAL ON OPTIMIZATION
Volume 28, Issue 1, Pages 575-595
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2018-03-08
DOI
10.1137/16m1072231

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