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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 31 (1991), S. 425-444 
    ISSN: 1572-9338
    Keywords: Stochastic programming ; discrete optimal control ; scenario aggregation ; dynamic optimization ; multistage decision making ; decomposition ; approximation ; fisheries models
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper describes how the scenario aggregation principle can be combined with approximate solutions of the individual scenario problems, resulting in a computationally efficient algorithm where two individual Lagrangian-based procedures are merged into one. Computational results are given for an example from fisheries management. Numerical experiments indicate that only crude scenario solutions are needed.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 31 (1991), S. 445-455 
    ISSN: 1572-9338
    Keywords: Stochastic programming ; scenario aggregation ; progressive hedging algorithm ; data structures ; generic algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This short note discusses some structural properties of the progressive hedging algorithm. It is based on the finite case, but allows for event trees that are unbalanced and where the nodes can have a varying number of children. Generic procedures and a generic record definition for the algorithms are presented.
    Type of Medium: Electronic Resource
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