Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951)

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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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