Structure of risk-averse multistage stochastic programs (Q2516634)

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scientific article; zbMATH DE number 6469385
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    Structure of risk-averse multistage stochastic programs
    scientific article; zbMATH DE number 6469385

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      Structure of risk-averse multistage stochastic programs (English)
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      3 August 2015
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      multistage stochastic programming
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      multiperiod risk measures
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      stochastic dual dynamic programming
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      contamination
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