Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling time-dependent randomness in stochastic dual dynamic programming |
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Modeling time-dependent randomness in stochastic dual dynamic programming (English)
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19 November 2018
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stochastic programming
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dynamic programming
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Markov decision process
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coherent risk measures
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