Exploring Lagrangian Dual Decision Rules For Multistage Stochastic Mixed Integer Programming

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In-Depth Information on Lagrangian Dual Decision Rules For Multistage Stochastic Mixed Integer Programming

(28 septembre 2021 / September 28, 2021) Atelier Optimisation sous incertitude / Workshop: Optimization under uncertainty ... Speaker: Merve Bodur, The University of Toronto Sequential Part of MIP2020 online workshop: https://sites.google.com/view/mipworkshop2020/home Poster Session 4: This talk was given by Haoyun Deng in the SPS Virtual Seminar series on 11/04/2025.

... Hedging with a Frank-Wolfe Method to Compute

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