Evaluating policies in risk-averse multi-stage stochastic programming
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Publication:494328
DOI10.1007/s10107-014-0787-8zbMath1327.90155OpenAlexW1991093460MaRDI QIDQ494328
Václav Kozmík, David P. Morton
Publication date: 31 August 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0787-8
importance samplingstochastic dual dynamic programmingmulti-stage stochastic programmingrisk-averse optimization
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Uses Software
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