Evaluating policies in risk-averse multi-stage stochastic programming (Q494328)

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scientific article; zbMATH DE number 6477214
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    Evaluating policies in risk-averse multi-stage stochastic programming
    scientific article; zbMATH DE number 6477214

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      Evaluating policies in risk-averse multi-stage stochastic programming (English)
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      31 August 2015
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      multi-stage stochastic programming
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      stochastic dual dynamic programming
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      importance sampling
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      risk-averse optimization
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