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Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm

Pierre-Luc Carpentier, Michel Gendreau and Fabian Bastin

Technical Report (2013)

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Department: Department of Mathematics and Industrial Engineering
Research Center: CIRRELT - Interuniversity Research Centre on Enterprise Networks, Logistics and Transportation
PolyPublie URL: https://publications.polymtl.ca/54961/
Report number: CIRRELT-2013-55
Official URL: https://www.cirrelt.ca/documentstravail/cirrelt-20...
Date Deposited: 08 Sep 2023 15:46
Last Modified: 25 Sep 2024 16:46
Cite in APA 7: Carpentier, P.-L., Gendreau, M., & Bastin, F. (2013). Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm. (Technical Report n° CIRRELT-2013-55). https://www.cirrelt.ca/documentstravail/cirrelt-2013-55.pdf

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