Risk-Averse Optimal Control Model Under Uncertainty and Its Modified Progressive Hedging Algorithm

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Bibliographic Details
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
Description
ISSN:15732878
00223239
DOI:10.1007/s10957-024-02540-0