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Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems

Pierre Carpentier 1 Jean-Philippe Chancelier Michel de Lara François Pacaud
1 UMA - Unité de Mathématiques Appliquées
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https://hal-ensta-paris.archives-ouvertes.fr//hal-03104424
Contributor : Pierre Carpentier <>
Submitted on : Friday, January 8, 2021 - 10:15:09 PM
Last modification on : Saturday, January 9, 2021 - 3:40:23 AM

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Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, François Pacaud. Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems. Journal of Optimization Theory and Applications, Springer Verlag, 2020, 186 (3), pp.985-1005. ⟨10.1007/s10957-020-01733-7⟩. ⟨hal-03104424⟩

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