Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (Q1939693): Difference between revisions

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Latest revision as of 06:32, 6 July 2024

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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
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    Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (English)
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    5 March 2013
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    stochastic processes
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    generalized autoregressive models
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    risk-averse optimization
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