Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse (Q5013389)
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scientific article; zbMATH DE number 7435826
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| English | Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse |
scientific article; zbMATH DE number 7435826 |
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Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (English)
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30 November 2021
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stochastic programming
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risk-averse
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quantitative stability
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discrete approximation
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rate of convergence
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0.8616055250167847
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0.8609151840209961
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0.8592366576194763
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0.8561616539955139
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