A Riccati-Based Primal Interior Point Solver for Multistage Stochastic Programming - Extensions

Author: Blomvall Jörgen   Lindberg Per Olov  

Publisher: Taylor & Francis Ltd

ISSN: 1055-6788

Source: Optimization Methods and Software, Vol.17, Iss.3, 2002-01, pp. : 383-407

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Abstract