collaborators

1 paper

math.OC2026

A Single-Loop Minorized Dual Decomposition Method for Nonsmooth Multi-Stage Stochastic Programming

Dan Luo, Hailin Sun, Lei Yang +1

In this paper, we study multi-stage stochastic programming (MSP) problems with nonsmooth composite objectives. Tailored to their intrinsic stage-wise and scenario-wise structure, w…