Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming

Junyi Liu, Suvrajeet Sen. Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming. SIAM Journal on Optimization, 30(1):823-852, 2020. [doi]

Authors

Junyi Liu

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Suvrajeet Sen

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