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Joint dynamic probabilistic constraints with projected linear decision rules - MaRDI portal

Joint dynamic probabilistic constraints with projected linear decision rules (Q4594843)

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scientific article; zbMATH DE number 6812870
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English
Joint dynamic probabilistic constraints with projected linear decision rules
scientific article; zbMATH DE number 6812870

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    Joint dynamic probabilistic constraints with projected linear decision rules (English)
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    24 November 2017
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    dynamic probabilistic constraints
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    multistage stochastic linear programs
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    linear decision rules
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