Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830)

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scientific article; zbMATH DE number 7006815
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Comparison of Sampling Methods for Dynamic Stochastic Programming
scientific article; zbMATH DE number 7006815

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    Comparison of Sampling Methods for Dynamic Stochastic Programming (English)
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    25 January 2019
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    scenario generation
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    sampling methods
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    discretization error
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    scenario-based approximation
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    stochastic programming
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    in-sample and out-of-sample tests
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