Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems

Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier and 
Michel De Lara
february, 2024
Type de publication :
Article (revues avec comité de lecture)
Journal :
Computational Management Science
DOI :
assets/images/icons/icon_doi.png 10.1007/s10287-024-00510-5
HAL :
hal-02013969
BibTeX : 
@article{Rig-Car-Cha-DeL-2024,
    author={Tristan Rigaut and Pierre Carpentier and Jean-Philippe 
           Chancelier and Michel De Lara },
    title={Decomposition Methods for Monotone Two-Time-Scale Stochastic 
           Optimization Problems },
    doi={10.1007/s10287-024-00510-5 },
    journal={Computational Management Science },
    year={2024 },
    month={2},
}