On the convergence of decomposition methods for multi-stage stochastic convex programs

Pierre Girardeau, Andy Philpott and Vincent Leclere
submitted
Publication type:
Paper in peer-reviewed journals
Journal:
Mathematics of Operation Research
BibTeX:
@article{Gir-Phi-Lec-2200,
    author={Pierre Girardeau and Andy Philpott and Vincent Leclere },
    title={On the convergence of decomposition methods for multi-stage 
           stochastic convex programs },
    journal={Mathematics of Operation Research },
    year={submitted },
}