Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method (Q2892301)
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English | Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method |
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Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method (English)
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18 June 2012
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multistage stochastic linear programs
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interior-point methods
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decomposition
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