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Stochastic Programming

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Publication:2892699
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DOI10.1142/8497zbMath1261.90004OpenAlexW621154860MaRDI QIDQ2892699

No author found.

Publication date: 22 June 2012

Published in: World Scientific Series in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/8497



Mathematics Subject Classification ID

Stochastic programming (90C15) Proceedings of conferences of miscellaneous specific interest (00B25) Transportation, logistics and supply chain management (90B06) Production models (90B30) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Actuarial science and mathematical finance (91Gxx)


Related Items (3)

Total variation bounds on the expectation of periodic functions with applications to recourse approximations ⋮ Dual SDDP for risk-averse multistage stochastic programs ⋮ A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models




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