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Thorkell Helgason
Information about the author Thorkell Helgason will soon be added to the site.
Found
2 papers
in total
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Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
1991
This paper describes how the scenario aggregation principle can be combined with...
Structural properties of the progressive hedging algorithm
1991
This short note discusses some structural properties of the progressive hedging...
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