Author:
Breton Michèle,El Hachem Saeb
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Reference36 articles.
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3. A. Brøndstedt and R.T. Rockafellar, ?On the subdifferentiability of convex functions,? Proceedings of the American Mathematical Society, Vol. 16, pp. 605?611, 1965.
4. M. Breton and S. El Hachem, ?Decomposition Algorithms for Stochastic Dynamic Programs,? working paper, Les Cahiers du GERAD, G-91-15, 1991.
5. M. Breton and S. El Hachem, ?A Scenario Aggregation Algorithm for the Solution of Stochastic Dynamic Minimax Programs,? working paper, Les Cahiers du GERAD, G-92-22, 1992. To appear in Stochastics.
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