Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651): Difference between revisions

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Property / author: David Papp / rank
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Property / author: Ruszczyński, Andrzej / rank
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Property / author: David Papp / rank
 
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Property / author: Ruszczyński, Andrzej / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10479-011-0935-y / rank
 
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Property / OpenAlex ID: W2072235407 / rank
 
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Latest revision as of 01:59, 6 July 2024

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Scenario decomposition of risk-averse multistage stochastic programming problems
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    Scenario decomposition of risk-averse multistage stochastic programming problems (English)
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    15 January 2013
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    dynamic measures of risk
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    duality
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    decomposition
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    bundle methods
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