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

Conference Paper

Publication Date

1994

Discipline

Business Administration, Management, and Operations

Publication

Proceedings of the 15th International Symposium on Mathematical Programming

Citation

WEE, Kwan Eng; Sun, J; and Zhu, J. An Interior Point Method for Solving a Class of Linear-Quadratic Stochastic Programming Problems. (1994). Proceedings of the 15th International Symposium on Mathematical Programming.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1089