Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming (Q3604333)

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scientific article; zbMATH DE number 5511103
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    Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
    scientific article; zbMATH DE number 5511103

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      24 February 2009
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      multistage stochastic programming
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      scenarios
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      discrete approximation
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