@article{carpentier:hal-01232179, TITLE = {{Decomposition of large-scale stochastic optimal control problems}}, AUTHOR = {Carpentier, Pierre and Barty, Kengy and Girardeau, Pierre}, URL = {https://hal-ensta-paris.archives-ouvertes.fr/hal-01232179}, JOURNAL = {{RAIRO - Operations Research}}, PUBLISHER = {{EDP Sciences}}, VOLUME = {44}, PAGES = {167-183}, YEAR = {2010}, DOI = {10.1051/ro/2010013}, KEYWORDS = {Stochastic optimal control ; decomposition methods ; dynamic programming}, HAL_ID = {hal-01232179}, HAL_VERSION = {v1}, }