Open AccessA new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems
Author(s) -
Jie Sun,
Honglei Xu,
Min Zhang
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2019022
Subject(s) - mathematical optimization , stochastic programming , flexibility (engineering) , computer science , convergence (economics) , selection (genetic algorithm) , minification , dual (grammatical number) , stochastic optimization , interpretation (philosophy) , dynamic programming , algorithm , mathematics , economics , artificial intelligence , art , statistics , literature , programming language , economic growth