A Riccati-based primal interior point solver for multistage stochastic programming
type: Item
instance of: scholarly article
title: A Riccati-based primal interior point solver for multistage stochastic programming
zbMATH Open document ID: 1058.90074
DOI: 10.1016/S0377-2217(02)00301-6
author: Jörgen Blomvall
author: P. O. Lindberg
published in: European Journal of Operational Research
publication date: 2002-11-20T00:00:00Z
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 1832956
zbMATH Keywords: Dynamic programming
zbMATH Keywords: Finance
zbMATH Keywords: Interior point methods
zbMATH Keywords: Stochastic programming
Wikidata QID: Q57710160
MaRDI profile type: Publication
cites work: Q4209222
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full work available at URL: s0377-2217(02)00301-6
OpenAlex ID: W2039677845
description: scientific article; zbMATH DE number 1832956