Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472)

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scientific article; zbMATH DE number 4207225
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    Scenarios and Policy Aggregation in Optimization Under Uncertainty
    scientific article; zbMATH DE number 4207225

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      Scenarios and Policy Aggregation in Optimization Under Uncertainty (English)
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      1991
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      scenario analysis
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      robust decisions
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      multistage optimization problems under uncertainty
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      augmented Lagrangian
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      proximal point algorithm
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