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Sample average approximation in a two-stage stochastic linear program with quantile criterion - MaRDI portal

Sample average approximation in a two-stage stochastic linear program with quantile criterion (Q2424185)

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Sample average approximation in a two-stage stochastic linear program with quantile criterion
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    Sample average approximation in a two-stage stochastic linear program with quantile criterion (English)
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    24 June 2019
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    stochastic programming
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    quantile criterion
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    sample average approximation
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    mixed integer linear programming
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