Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm (bibtex)
by Pierre-Luc Carpentier, Michel Gendreau and Fabian Bastin
Reference:
Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm (Pierre-Luc Carpentier, Michel Gendreau and Fabian Bastin), Technical report CIRRELT-2013–55, CIRRELT, 2013.
Bibtex Entry:
@TechReport{CarpGendBast13b,
  Title                    = {Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm},
  Author                   = {Pierre-Luc Carpentier and Michel Gendreau and Fabian Bastin},
  Institution              = {CIRRELT},
  Year                     = {2013},

  Address                  = {Montreal, QC, Canada},
  Number                   = {CIRRELT-2013--55}
}
Powered by bibtexbrowser