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]

@article{0001EM23,
  title = {On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach},
  author = {Jordi Castro 0001 and Laureano F. Escudero and Juan F. Monge},
  year = {2023},
  doi = {10.1016/j.ejor.2023.03.042},
  url = {https://doi.org/10.1016/j.ejor.2023.03.042},
  researchr = {https://researchr.org/publication/0001EM23},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {310},
  number = {1},
  pages = {268-285},
}