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Latest revision as of 11:36, 27 July 2024

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A data-driven approach for a class of stochastic dynamic optimization problems
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    A data-driven approach for a class of stochastic dynamic optimization problems (English)
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    8 December 2021
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    stochastic programming
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    distributionally robust dynamic optimization
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    hidden Markov models
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    risk constraints
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    stochastic dual dynamic programming
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