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4. SQG: Software for Solving Stochastic Programming Problems with Stochastic Quasi-Gradient Methods

Alexei A. Gaivoronski. 4. SQG: Software for Solving Stochastic Programming Problems with Stochastic Quasi-Gradient Methods. In Stein W. Wallace, William T. Ziemba, editors, Applications of Stochastic Programming. pages 37-60, SIAM, 2005. [doi]

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