Multistage stochastic programs via autoregressive sequences and individual probability constraints (Q3604332)

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scientific article; zbMATH DE number 5511102
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    Multistage stochastic programs via autoregressive sequences and individual probability constraints
    scientific article; zbMATH DE number 5511102

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      24 February 2009
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      multistage stochastic programming problem
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      individual probability constraints
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      autoregressive sequence
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      Wasserstein metric
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      empirical estimates
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      multiobjective problems
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