Blar i Publikasjoner fra CRIStin - SINTEF Energi på tidsskrift "Computational Management Science"
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Progressive hedging for stochastic programs with cross scenario inequality constraints
(Journal article; Peer reviewed, 2020)In this paper, we show how progressive hedging may be used to solve stochastic programming problems that involve cross-scenario inequality constraints. In contrast, standard stochastic programs involve cross-scenario ...