On augmented Lagrangian decomposition methods for multistage stochastic programs

@article{Rosa1996OnAL,
  title={On augmented Lagrangian decomposition methods for multistage stochastic programs},
  author={Charles H. Rosa and Andrzej Ruszczynski},
  journal={Annals OR},
  year={1996},
  volume={64},
  pages={289-309}
}