Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse |
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Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (English)
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4 March 2001
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multistage stochastic programming
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cutting planes
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sampling
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convergence with probability one
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