Central limit theorem and sample complexity of stationary stochastic programs (Q2060347)
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scientific article; zbMATH DE number 7442910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem and sample complexity of stationary stochastic programs |
scientific article; zbMATH DE number 7442910 |
Statements
Central limit theorem and sample complexity of stationary stochastic programs (English)
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13 December 2021
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optimal control
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dynamic programming
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SDDP algorithm
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risk-averse
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