Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems.
Pierre CarpentierJean-Philippe ChancelierMichel De LaraFrançois PacaudPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- spatial and temporal
- multistage
- stochastic optimization problems
- spatio temporal
- random variables
- space time
- control policies
- stochastic programming
- dynamic programming
- single stage
- optimal policy
- spatial temporal
- video frames
- temporal domain
- lot sizing
- spatial context
- temporal dependencies
- dynamic textures
- finite horizon
- lot streaming
- image sequences
- linear programming
- optimization problems
- cost function
- machine learning
- real time