Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828)

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scientific article; zbMATH DE number 7006814
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Approximations for Probability Distributions and Stochastic Optimization Problems
scientific article; zbMATH DE number 7006814

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    Approximations for Probability Distributions and Stochastic Optimization Problems (English)
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    25 January 2019
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    scenario generation
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    probability distances
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    optimal discretizations
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    scenario trees
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    nested distributions
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