On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286): Difference between revisions
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English | On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs |
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On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (English)
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9 September 2016
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scenario approach
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randomized optimization
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uncertain systems
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approximate dynamic programming
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