Computational Assessment of Nested Benders and Augmented...

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems

Parpas, Panos, Rustem, Berç
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Volume:
19
Language:
english
Journal:
INFORMS Journal on Computing
DOI:
10.1287/ijoc.1050.0163
Date:
May, 2007
File:
PDF, 146 KB
english, 2007
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