Central limit theorem and sample complexity of stationary stochastic programs (Q2060347)

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scientific article; zbMATH DE number 7442910
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    Central limit theorem and sample complexity of stationary stochastic programs
    scientific article; zbMATH DE number 7442910

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      Central limit theorem and sample complexity of stationary stochastic programs (English)
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      13 December 2021
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      optimal control
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      dynamic programming
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      SDDP algorithm
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      risk-averse
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