## Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods

We consider a large scale multistage stochastic optimization problem involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. To tackle such large scale problems, we propose two decomposition methods, whether handling the coupling constraints by prices or by resources. We introduce the sequence (one per stage) of … Read more