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Algorithmic Implications of Duality in Stochastic Programs

Julia L. Higle, Suvrajeet Sen. Algorithmic Implications of Duality in Stochastic Programs. In M. J. D. Powell, S. Scholtes, editors, System Modelling and Optimization: Methods, Theory and Applications, 19th IFIP TC7 Conference on System Modelling and Optimization, July 12-16, 1999, Cambridge, UK. Volume 174 of IFIP Conference Proceedings, pages 179-188, Kluwer, 1999.

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