most citedTransformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization

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cs.LG2024★ 1 cited

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization

Chanyeong Kim, Jongwoong Park, Hyunglip Bae +1

Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dy…