A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs

Xinwei Liu, Gongyun Zhao. A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs. SIAM Journal on Optimization, 14(1):200-222, 2003. [doi]

Abstract

Abstract is missing.