"Computational Assessment of Nested Benders and Augmented Lagrangian ..."

Panos Parpas, Berç Rustem (2007)

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DOI: 10.1287/IJOC.1050.0163

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type: Journal Article

metadata version: 2020-03-27

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Panos Parpas, Berç Rustem:
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. INFORMS J. Comput. 19(2): 239-247 (2007)

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