Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838)
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scientific article; zbMATH DE number 165330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs |
scientific article; zbMATH DE number 165330 |
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Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (English)
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16 May 1993
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Benders decomposition techniques
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Monte Carlo sampling
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two-stage stochastic linear programs with recourse
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large-scale problems with numerous stochastic parameters
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expansion planning of electric utilities
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portfolio management
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0.92439914
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0.8766581
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0.87477887
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0.8701984
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0.8648558
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