Author:
Rockafellar R. T.,Wets R. J.-B.
Reference5 articles.
1. R.T. Rockafellar and R.J.-B. Wets, “A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming,” Math. Programming Studies (1985), to appear.
2. Lecture Notes in Mathematics;R.T. Rockafellar,1983
3. A. King, “An implementation of the Lagrangian finite generation method,” in: Y. Ermoliev and R.J.-B. Wets, eds., Numerical Techniques for Stochastic Programming Problems, Springer Verlag, to appear.
4. R.T. Rockafellar, “Monotone operators and the proximal point algorithm,” SIAM Journal on Control and Optimization 14(1976), 877–898.
5. R.T. Rockafellar, Network Flows and Monotropic Optimization, Wiley-Interscience, New York, 1984.
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