A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394)
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scientific article; zbMATH DE number 1832956
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| default for all languages | No label defined |
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| English | A Riccati-based primal interior point solver for multistage stochastic programming |
scientific article; zbMATH DE number 1832956 |
Statements
A Riccati-based primal interior point solver for multistage stochastic programming (English)
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20 November 2002
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Dynamic programming
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Finance
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Interior point methods
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Stochastic programming
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0.9141815900802612
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0.913721203804016
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0.8048642873764038
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0.7992741465568542
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