A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A primal-dual decomposition algorithm for multistage stochastic convex programming |
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A primal-dual decomposition algorithm for multistage stochastic convex programming (English)
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31 October 2005
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Multistage stochastic programming
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Convex objective
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Interior point method
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Homogeneous self-dual embedding
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