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]
@article{LiuS20-8,
title = {Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming},
author = {Junyi Liu and Suvrajeet Sen},
year = {2020},
doi = {10.1137/19M1247796},
url = {https://doi.org/10.1137/19M1247796},
researchr = {https://researchr.org/publication/LiuS20-8},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {30},
number = {1},
pages = {823-852},
}