Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
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Cites work
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- Consistent window estimation in nonparametric regression
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- On the almost everywhere convergence of nonparametric regression function estimates
- Scenario tree modeling for multistage stochastic programs
- THE PARTITION OF UNITY METHOD
Cited in
(4)- Non-anticipative strategies in guarantee optimization problems under functional constraints on disturbances
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- Nonanticipativity in stochastic programming
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