Stochastic programming approach to optimization under uncertainty
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Publication:995788
DOI10.1007/s10107-006-0090-4zbMath1135.90033OpenAlexW2068605444MaRDI QIDQ995788
Publication date: 10 September 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0090-4
Dynamic programmingComplexityMonte Carlo samplingCoherent risk measuresConditional risk mappingsSample average approximation methodTwo and multistage stochastic programming
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