Analysis of stochastic dual dynamic programming method (Q617520)
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scientific article; zbMATH DE number 5840134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of stochastic dual dynamic programming method |
scientific article; zbMATH DE number 5840134 |
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Analysis of stochastic dual dynamic programming method (English)
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21 January 2011
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sample average approximation method
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Monte Carlo sampling
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risk averse optimization
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