An Interior Point Method for Solving a Class of Linear-Quadratic Stochastic Programming Problems

Author

Kwan Eng WEE, Singapore Management UniversityFollow
J Sun
J Zhu

Publication Type

Book Chapter

Publication Date

1995

Discipline

Business Administration, Management, and Operations

Research Areas

Operations Management

Publication

Recent Advances in Nonsmooth Optimization

First Page

392

Last Page

404

ISBN

9789810222659

Publisher

World Scientific Publishing

Citation

WEE, Kwan Eng; Sun, J; and Zhu, J. An Interior Point Method for Solving a Class of Linear-Quadratic Stochastic Programming Problems. (1995). Recent Advances in Nonsmooth Optimization. 392-404.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1090