Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: DASC: a Decomposition Algorithm for multistage stochastic programs with
  Strongly Convex cost functions   We introduce DASC, a decomposition method akin to Stochastic Dual Dynamic
Programming (SDDP) which solves some multistage stochastic optimization
problems having strongly convex cost functions. Similarly to SDDP, DASC
approximates cost-to-go functions by a maximum of lower bounding functions
called cuts. However, contrary to SDDP, the cuts computed with DASC are
quadratic functions. We also prove the convergence of DASC.

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The categories of this paper are: cmp-lg
10
The categories of this paper are: q-bio
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
15
The categories of this paper are: nucl-ex
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The categories of this paper are: alg-geom
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The categories of this paper are: nucl-th
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The categories of this paper are: adap-org
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The categories of this paper are: supr-con
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The categories of this paper are: comp-gas
1
The categories of this paper are: cs
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The categories of this paper are: mtrl-th
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The categories of this paper are: patt-sol
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The categories of this paper are: bayes-an