Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion |
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Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (English)
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16 August 2012
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stochastic programming
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SDDP
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coherent risk measure
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hydrothermal scheduling
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