On complexity of multistage stochastic programs under heavy tailed distributions
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software
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1. Dynamic stochastic projection method for multistage stochastic variational inequalities;Computational Optimization and Applications;2024-07-26
2. Monotonicity and Complexity of Multistage Stochastic Variational Inequalities;Journal of Optimization Theory and Applications;2022-09-29
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