| Article ID: | iaor19993156 |
| Country: | Netherlands |
| Volume: | 85 |
| Issue: | 1 |
| Start Page Number: | 153 |
| End Page Number: | 172 |
| Publication Date: | Mar 1999 |
| Journal: | Annals of Operations Research |
| Authors: | Ruszczyski Andrzej |
Stochastic programming problems have very large dimension and characteristic structures which are tractable by decomposition. We review some new developments in cutting plane methods, augmented Lagrangian and splitting methods for linear multi-stage stochastic programming problems.