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"Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs."

Vincent Guigues, Renato D. C. Monteiro (2021)

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DOI: 10.1007/S10957-021-01842-X

access: closed

type: Journal Article

metadata version: 2021-06-01

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Vincent Guigues, Renato D. C. Monteiro:
Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. J. Optim. Theory Appl. 189(2): 513-559 (2021)

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