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CCE
2004
14 years 15 days ago
Improving convergence of the stochastic decomposition algorithm by using an efficient sampling technique
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
José María Ponce-Ortega, Vicente Ric...