An Interior Point Method for Solving a Class of Linear-Quadratic Stochastic Programming Problems

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Bibliographic Details
Main Authors: WEE, Kwan Eng, Sun, J, Zhu, J
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1994
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1089
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Institution: Singapore Management University
Language: English