Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs (Q4698105)

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scientific article; zbMATH DE number 754902
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Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
scientific article; zbMATH DE number 754902

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    Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs (English)
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    14 May 1995
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    multistage stochastic linear program
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    coarser information structure
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