Julia L. Higle, Suvrajeet Sen. Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. Math. Oper. Res., 16(3):650-669, 1991. [doi]
@article{HigleS91, title = {Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse}, author = {Julia L. Higle and Suvrajeet Sen}, year = {1991}, doi = {10.1287/moor.16.3.650}, url = {http://dx.doi.org/10.1287/moor.16.3.650}, researchr = {https://researchr.org/publication/HigleS91}, cites = {0}, citedby = {0}, journal = {Math. Oper. Res.}, volume = {16}, number = {3}, pages = {650-669}, }