| Article ID: | iaor19912134 |
| Country: | Switzerland |
| Volume: | 31 |
| Start Page Number: | 445 |
| End Page Number: | 456 |
| Publication Date: | Mar 1991 |
| Journal: | Annals of Operations Research |
| Authors: | Wallace Stein W., Helgason Thorkell |
This short note discusses some structural properties of the progressive hedging algorithm. It is based on the finite case, but allows for event trees that are unbalanced and where the nodes can have a varying number of children. Generic procedures are a generic record definition for the algorithms are presented.