@article{iiasa4612,
          volume = {164},
          number = {1},
           title = {On augmented Lagrangian decomposition methods for multistage stochastic programs},
       publisher = {Springer},
         journal = {Annals of Operations Research},
             doi = {10.1007/BF02187650},
           pages = {289--309},
            year = {1996},
             url = {https://pure.iiasa.ac.at/id/eprint/4612/},
            issn = {1572-9338},
          author = {Rosa, C. H. and Ruszczynski, A.}
}