An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457)
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English | An SQP algorithm for extended linear-quadratic problems in stochastic programming |
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An SQP algorithm for extended linear-quadratic problems in stochastic programming (English)
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28 April 1996
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extended linear-quadratic programming
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stochastic programming
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multistage optimization
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\(B\)-regularity
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