Approximate scenario solutions in the progressive hedging algorithm - A numerical study with an application to fisheries management

Thorkell Helgason, Stein W. Wallace. Approximate scenario solutions in the progressive hedging algorithm - A numerical study with an application to fisheries management. Annals OR, 31(1):425-444, 1991. [doi]

Authors

Thorkell Helgason

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Stein W. Wallace

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