An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457)

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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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