On Solution of Stochastic Linear Programs by Discretization Methods (Q2999085)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Solution of Stochastic Linear Programs by Discretization Methods |
scientific article |
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On Solution of Stochastic Linear Programs by Discretization Methods (English)
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11 May 2011
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stochastic linear programs (SLP)
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discretization methods
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a priori error bounds
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invariant probability distributions
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