A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming

Arjan Berkelaar, Joaquim A. S. Gromicho, Roy Kouwenberg, Shuzhong Zhang. A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming. Math. Program., 104(1):153-177, 2005. [doi]

Abstract

Abstract is missing.