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A constraint sampling approach for multi-stage robust optimization - MaRDI portal

A constraint sampling approach for multi-stage robust optimization (Q445078)

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scientific article; zbMATH DE number 6071698
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A constraint sampling approach for multi-stage robust optimization
scientific article; zbMATH DE number 6071698

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    A constraint sampling approach for multi-stage robust optimization (English)
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    24 August 2012
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    multi-stage robust optimization
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    decision rules
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    scenario approximation
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    violation probability
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