Numerical study of discretizations of multistage stochastic programs (Q3604334)

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scientific article; zbMATH DE number 5511104
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    Numerical study of discretizations of multistage stochastic programs
    scientific article; zbMATH DE number 5511104

      Statements

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      24 February 2009
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      stochastic programming
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      discretization
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      integration quadratures
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      simulation
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