On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286)

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scientific article; zbMATH DE number 6625976
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    On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
    scientific article; zbMATH DE number 6625976

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      On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (English)
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      9 September 2016
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      scenario approach
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      randomized optimization
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      uncertain systems
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      approximate dynamic programming
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