A primal-dual decompsition-based interior point approach to two-stage stochastic linear programming
Year of publication: |
1999
|
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Authors: | Berkelaar, Arjan ; Dert, Cees ; Oldenkamp, Bart |
Institutions: | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Serie Research memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0026 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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