Multistage Stochastic Optimization (Q2875804)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage Stochastic Optimization |
scientific article |
Statements
Multistage Stochastic Optimization (English)
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12 August 2014
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distances of probability measures
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risk and utility functions
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scenario generation
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time consistency
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bounds
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