Projection and discretization methods in stochastic programming (Q1893962): Difference between revisions

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Projection and discretization methods in stochastic programming
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    Projection and discretization methods in stochastic programming (English)
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    11 December 1995
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    The paper reviews and makes several remarks on differences between projection and modern discretization approaches in the approximate solution of linear and nonlinear stochastic programs with recourse.
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    projection method
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    discretization method
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    stochastic program
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