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Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization - MaRDI portal

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization

From MaRDI portal
Publication:6421125

arXiv2212.10384MaRDI QIDQ6421125

Unnamed Author, Michel De Lara, Pierre Carpentier, Jean-Philippe Chancelier

Publication date: 20 December 2022











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