Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs (Q4624928)
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scientific article; zbMATH DE number 7026358
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| English | Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs |
scientific article; zbMATH DE number 7026358 |
Statements
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (English)
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20 February 2019
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bounds
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barycentric approximations
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first-order stochastic dominance
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convex stochastic dominance
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risk measures
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multistage stochastic programs
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0.8293004035949707
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0.7935380935668945
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0.785834550857544
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0.7826570272445679
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0.7814028263092041
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