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"A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex ..."

Arjan Berkelaar et al. (2005)

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DOI: 10.1007/S10107-005-0575-6

access: closed

type: Journal Article

metadata version: 2017-06-08

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  - https://dblp.org/rec/journals/mp/BerkelaarGKZ05
Arjan Berkelaar, Joaquim A. S. Gromicho, Roy Kouwenberg, Shuzhong Zhang:
A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming. Math. Program. 104(1): 153-177 (2005)

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