Event-based optimization approach for solving stochastic decision problems with probabilistic constraint (Q828677)

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Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
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    Event-based optimization approach for solving stochastic decision problems with probabilistic constraint (English)
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    5 May 2021
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    event-based optimization
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    probabilistic constraint
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    performance gradient
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    policy iteration
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    risk
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    Lagrangian method
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