The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536)
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English | The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate |
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The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (English)
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25 June 2009
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multistage stochastic programming problems
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approximation
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discretization
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Monte Carlo
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