Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm
- 5 October 2005
- book chapter
- Published by Springer Nature
- p. 545-560
- https://doi.org/10.1007/bfb0007130
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- An Implementation of the Lagrangian Finite-Generation MethodPublished by Springer Nature ,1988
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programmingPublished by Springer Nature ,1986
- A dual solution procedure for quadratic stochastic programs with simple recourseLecture Notes in Mathematics, 1983
- Monotone Operators and the Proximal Point AlgorithmSIAM Journal on Control and Optimization, 1976