Výsledky vyhľadávania - "Progressive hedging algorithm"

Augmented progressive hedging algorithm for a capacitated firm subject to demand and supply uncertainties considering discount Autor Yavari Shahreza, Alireza, Fatemi Ghomi, Seyyed Mohammad Taghi, Jolai, Fariborz

“… The augmented progressive hedging algorithm is introduced…”
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization Autor Escudero, Laureano F., Garín, María Araceli, Unzueta, Aitziber

“…•A Multistage scenario Cluster Dualization and Lagrangean Relaxation is presented.•Time Stochastic Dominance (TSD) risk averse measure is…”
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Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning Autor Huang, Xin, Li, Duan, Daniel Zhuoyu Long

“…Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in…”
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Hydrogen-Based Networked Microgrids Planning Through Two-Stage Stochastic Programming With Mixed-Integer Conic Recourse Autor Cao, Xiaoyu, Sun, Xunhang, Xu, Zhanbo, Zeng, Bo, Guan, Xiaohong

“… In this paper, to support the hydrogen-based networked microgrids planning subject to multiple uncertainties (e.g…”
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Scalable Transmission Expansion Under Uncertainty Using Three-stage Stochastic Optimization Autor Sigler, Devon, Maack, Jonathan, Satkauskas, Ignas, Reynolds, Matthew, Jones, Wesley

“… Using three-stage stochastic programming and the progressive hedging algorithm, we compute transmission expansion decisions on a modified RTS-GMLC test system…”
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Integrated Optimization and Learning Methods of Predictive and Prescriptive Analytics Autor Kolcu, Mehmet

“…A typical decision problem optimizes one or more objectives subject to a set of constraints on its decision variables…”
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