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]

Authors

Jordi Castro 0001

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Laureano F. Escudero

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Juan F. Monge

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