On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach

Jordi Castro 0001, Laureano F. Escudero, Juan F. Monge. On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach. European Journal of Operational Research, 310(1):268-285, 2023. [doi]

Abstract

Abstract is missing.