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Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation.

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Title: Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation.
Authors: Eckstein, Jonathan1 (AUTHOR) jeckstei@business.rutgers.edu, Watson, Jean-Paul2 (AUTHOR) jeanpaulwatson@llnl.gov, Woodruff, David L.3 (AUTHOR) dlwoodruff@ucdavis.edu
Source: Operations Research. Jan/Feb2025, Vol. 73 Issue 1, p311-324. 14p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2022.0228