Sample average approximation in a two-stage stochastic linear program with quantile criterion (Q2424185)
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English | Sample average approximation in a two-stage stochastic linear program with quantile criterion |
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Sample average approximation in a two-stage stochastic linear program with quantile criterion (English)
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24 June 2019
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stochastic programming
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quantile criterion
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sample average approximation
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mixed integer linear programming
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