Evaluating policies in risk-averse multi-stage stochastic programming (Q494328): Difference between revisions

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Evaluating policies in risk-averse multi-stage stochastic programming
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    Evaluating policies in risk-averse multi-stage stochastic programming (English)
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    31 August 2015
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    multi-stage stochastic programming
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    stochastic dual dynamic programming
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    importance sampling
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    risk-averse optimization
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