Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472)
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scientific article
Language | Label | Description | Also known as |
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English | Scenarios and Policy Aggregation in Optimization Under Uncertainty |
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Scenarios and Policy Aggregation in Optimization Under Uncertainty (English)
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1991
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scenario analysis
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robust decisions
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multistage optimization problems under uncertainty
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augmented Lagrangian
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proximal point algorithm
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