Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951)
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English | Epi-convergent discretizations of multistage stochastic programs via integration quadratures |
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Epi-convergent discretizations of multistage stochastic programs via integration quadratures (English)
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16 December 2008
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stochastic programming
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discretization
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epi-convergence
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quadrature
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