Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems

Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier and 
Michel De Lara
to appear
Publication type:
Paper in peer-reviewed journals
Journal:
Computational Management Science
BibTeX:
@article{Rig-Car-Cha-DeL-2100,
    author={Tristan Rigaut and Pierre Carpentier and Jean-Philippe 
           Chancelier and Michel De Lara },
    title={Decomposition Methods for Monotone Two-Time-Scale Stochastic 
           Optimization Problems },
    journal={Computational Management Science },
    year={to appear },
    month={2},
}