A New Scenario Decomposition Method for Large-Scale Stochastic Optimization.

John M. Mulvey Andrzej Ruszczynski

Published in: Oper. Res. (1995)

Keyphrases

stochastic optimization
decomposition method
decomposition methods
real world
multistage
tree decomposition
decomposition algorithm
robust optimization
genetic algorithm
dynamic programming
shape decomposition
qr decomposition