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Adaptive discretization of convex multistage stochastic programs (Q1006551)

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scientific article; zbMATH DE number 5532793
Language Label Description Also known as
English
Adaptive discretization of convex multistage stochastic programs
scientific article; zbMATH DE number 5532793

    Statements

    Adaptive discretization of convex multistage stochastic programs (English)
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    25 March 2009
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    stochastic programming
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    multistage
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    scenario tree
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    scenario reduction
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    adaptive discretization
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