On a Dual Method for a Specially Structured Linear Programming Problem with Application to Stochastic Programming

Author: Fábián Csaba I.   Prékopa András   Ruf-Fiedler Olga  

Publisher: Taylor & Francis Ltd

ISSN: 1055-6788

Source: Optimization Methods and Software, Vol.17, Iss.3, 2002-01, pp. : 445-492

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Abstract