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]
@article{BerkelaarGKZ05,
title = {A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming},
author = {Arjan Berkelaar and Joaquim A. S. Gromicho and Roy Kouwenberg and Shuzhong Zhang},
year = {2005},
doi = {10.1007/s10107-005-0575-6},
url = {http://dx.doi.org/10.1007/s10107-005-0575-6},
tags = {programming},
researchr = {https://researchr.org/publication/BerkelaarGKZ05},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {104},
number = {1},
pages = {153-177},
}