【作者单位】1Shanxi Key Laboratory for Intelligent Optimization Computing and Block-chain Technology, Department of Mathematics, Taiyuan Normal University, Jinzhong 030619, Shanxi Province, China;2Department of Mathematics, Nanjing University, China
【年份】2024
【卷号】Vol.152
【页码】109008
【ISSN】0893-9659
【摘要】 Progressive hedging algorithm is a long-standing algorithm originally designed for stochastic programming problems and has recently been extended to solving multistage stochastic variational inequalities , both are important tools for processing mat...
