Projection and discretization methods in stochastic programming (Q1893962)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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