On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (Q1780593)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of sampling-based decomposition algorithms for multistage stochastic programs |
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On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (English)
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13 June 2005
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Multistage stochastic programming
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sampling
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almost sure convergence
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