A decomposition method based on SQP for a class of multistage stochastic nonlinear programs

10.1137/S1052623402361447

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Bibliographic Details
Main Authors:	Liu, X., Zhao, G.
Other Authors:	SINGAPORE-MIT ALLIANCE
Format:	Article
Published:	2014
Subjects:	Decomposition Multistage stochastic nonlinear programs Scenario analysis Sequential quadratic programming
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/114292
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Institution:	National University of Singapore

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Summary:	10.1137/S1052623402361447

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