Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

Ankur A. Kulkarni, Uday V. Shanbhag. Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms. Comp. Opt. and Appl., 51(1):77-123, 2012. [doi]

Abstract

Abstract is missing.