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"On the Convergence of Decomposition Methods for Multistage Stochastic ..."

Pierre Girardeau, Vincent Leclère, Andrew B. Philpott (2015)

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DOI: 10.1287/MOOR.2014.0664

access: closed

type: Journal Article

metadata version: 2020-06-15

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Pierre Girardeau, Vincent Leclère, Andrew B. Philpott:
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. Math. Oper. Res. 40(1): 130-145 (2015)

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