Stochastic programming approach to optimization under uncertainty (Q995788)

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scientific article; zbMATH DE number 5189155
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Stochastic programming approach to optimization under uncertainty
scientific article; zbMATH DE number 5189155

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    Stochastic programming approach to optimization under uncertainty (English)
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    10 September 2007
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    Two and multistage stochastic programming
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    Complexity
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    Monte Carlo sampling
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    Sample average approximation method
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    Coherent risk measures
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    Dynamic programming
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    Conditional risk mappings
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