Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method (Q2892301)

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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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