随机变分不等式的随机渐进套期保值算法

IF 1.2 4区 工程技术 Q3 ENGINEERING, MULTIDISCIPLINARY
Zhenguo Mu
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A randomized progressive hedging algorithm for stochastic variational inequality
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来源期刊
CiteScore
2.50
自引率
15.40%
发文量
207
审稿时长
18 months
期刊介绍: JIMO is an international journal devoted to publishing peer-reviewed, high quality, original papers on the non-trivial interplay between numerical optimization methods and practically significant problems in industry or management so as to achieve superior design, planning and/or operation. Its objective is to promote collaboration between optimization specialists, industrial practitioners and management scientists so that important practical industrial and management problems can be addressed by the use of appropriate, recent advanced optimization techniques.
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