The Scenario Generation Algorithm for Multistage Stochastic Linear Programming (Q5704240): Difference between revisions

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scientific article; zbMATH DE number 2228404
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The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
scientific article; zbMATH DE number 2228404

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    The Scenario Generation Algorithm for Multistage Stochastic Linear Programming (English)
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    11 November 2005
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    multistage stochastic linear program, stochastic optimization, scenario tree generation, finite element methods
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