On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936)
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scientific article
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English | On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems |
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On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (English)
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8 January 2021
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multistage stochastic programming
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stochastic optimization
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problem-driven scenario trees
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