Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems
february, 2024
Publication type:
Paper in peer-reviewed journals
Journal:
Computational Management Science
HAL:
BibTeX:
@article{Rig-Car-Cha-DeL-2024, 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 }, doi={10.1007/s10287-024-00510-5 }, journal={Computational Management Science }, year={2024 }, month={2}, }