Decomposition of large-scale stochastic optimal control problems

Author: Barty Kengy   Carpentier Pierre   Girardeau Pierre  

Publisher: Edp Sciences

E-ISSN: 1290-3868|44|3|167-183

ISSN: 0399-0559

Source: RAIRO - Operations Research, Vol.44, Iss.3, 2010-07, pp. : 167-183

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Abstract