Scenario generation for stochastic optimization problems via the sparse grid method (Q902086)
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scientific article; zbMATH DE number 6527106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario generation for stochastic optimization problems via the sparse grid method |
scientific article; zbMATH DE number 6527106 |
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Scenario generation for stochastic optimization problems via the sparse grid method (English)
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7 January 2016
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scenario generation
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stochastic optimization
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discretization
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sparse grid
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