Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean‐Philippe Chancelier, Michel De Lara, François Pacaud
Topics & Concepts
Theory of computationMathematical optimizationStochastic programmingDual (grammatical number)Scale (ratio)DecompositionStochastic optimizationDynamic programmingComputer scienceMathematicsAlgorithmBiologyQuantum mechanicsLiteraturePhysicsArtEcologySmart Grid Energy ManagementRisk and Portfolio OptimizationEconomic theories and models