Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267): Difference between revisions

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Latest revision as of 10:41, 6 July 2024

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Risk-averse feasible policies for large-scale multistage stochastic linear programs
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    Risk-averse feasible policies for large-scale multistage stochastic linear programs (English)
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    6 May 2013
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    stochastic programming
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    chance constraints
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    CVaR
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    interstage dependence
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    dynamic programming
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