Numerical Methods for Convex Multistage Stochastic Optimization.

Guanghui Lan Alexander Shapiro

Published in: Found. Trends Optim. (2024)

Keyphrases

multistage
stochastic optimization
numerical methods
saddle point
differential equations
single stage
partial differential equations
lot sizing
stochastic programming
dynamic programming
convex optimization
computer vision
optimal policy
computer architecture
level set method
image segmentation