A Riccati-based primal interior point solver for multistage stochastic programming
| Year of publication: |
2002
|
|---|---|
| Authors: | Blomvall, Jörgen ; Lindberg, Per Olov |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 143.2002, 2, p. 452
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