On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs

Pierre Girardeau, V. Leclere, Andrew B. Philpott. On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. Math. Oper. Res., 40(1):130-145, 2015. [doi]

Abstract

Abstract is missing.