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Journal Articles Journal of Optimization Theory and Applications Year : 2020

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

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Pierre Carpentier
Jean-Philippe Chancelier
Michel de Lara
François Pacaud
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hal-03104424 , version 1 (08-01-2021)

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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, 2020, 186 (3), pp.985-1005. ⟨10.1007/s10957-020-01733-7⟩. ⟨hal-03104424⟩
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