Risk-Averse Optimal Control Model Under Uncertainty and Its Modified Progressive Hedging Algorithm
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| Title: | Risk-Averse Optimal Control Model Under Uncertainty and Its Modified Progressive Hedging Algorithm |
|---|---|
| Authors: | Jie Sun, Di Wu, Changjun Yu |
| Source: | Journal of Optimization Theory and Applications. 203:960-984 |
| Publisher Information: | Springer Science and Business Media LLC, 2024. |
| Publication Year: | 2024 |
| Document Type: | Article |
| Language: | English |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/s10957-024-02540-0 |
| Rights: | Springer Nature TDM |
| Accession Number: | edsair.doi...........c20440e5e94e47db3d5996b3fa3db0f5 |
| Database: | OpenAIRE |
| ISSN: | 15732878 00223239 |
|---|---|
| DOI: | 10.1007/s10957-024-02540-0 |
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