Artículos Científicos
Jordi Castro, Laureano F. Escudero, & Juan F. Monge (2023). On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach. European Journal of Operational Research, 310, 268-285.
Jordi Castro (Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, Barcelona), Laureano F. Escudero (Area of Statistics and Operations Research, Universidad Rey Juan Carlos, Móstoles, Madrid) and Juan F. Monge (Operations Research Center, University Miguel Hernández of Elche)
Abstract:
A novel approach based on a specialized interior-point method (IPM) is presented for solving large-scale stochastic […]