Publication:5494167
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zbMath1115.90041MaRDI QIDQ5494167
Alexander Shapiro, Arkadi Nemirovski
Publication date: 17 October 2006
convex programming; Monte Carlo sampling; chance constraints; complete recourse; large deviations bounds; SAA method; multi stage stochastic programming
90C60: Abstract computational complexity for mathematical programming problems
90C15: Stochastic programming
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