Title of article :
A Riccati-based primal interior point solver for multistage stochastic programming
Author/Authors :
J?rgen Blomvall، نويسنده , , Per Olov Lindberg، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
10
From page :
452
To page :
461
Keywords :
Interior point methods , Dynamic programming , finance , stochastic programming
Journal title :
European Journal of Operational Research
Serial Year :
2002
Journal title :
European Journal of Operational Research
Record number :
214299
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=214299
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