A Riccati-based primal interior point solver for multistage stochastic programming
| Year of publication: |
2002
|
|---|---|
| Authors: | Blomvall, Jorgen ; Lindberg, Per Olov |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 143.2002, 2, p. 452-461
|
| Publisher: |
Elsevier |