On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems

Wim van Ackooij, Welington de Oliveira, Yongjia Song. On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems. Comp. Opt. and Appl., 74(1):1-42, 2019. [doi]

Abstract

Abstract is missing.