Solving stochastic programming problems via Kalman filter and affine scaling

Author: Puthenpura S.   Sinha L.   Shu-Cherng F.   Saigal R.  

Publisher: Elsevier

ISSN: 0377-2217

Source: European Journal of Operational Research, Vol.83, Iss.3, 1995-06, pp. : 503-513

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Abstract