Epi-convergent discretizations of multistage stochastic...

Mathematical Programming 2009 / 01 Vol. 116; Iss. 1-2

Epi-convergent discretizations of multistage stochastic programs via integration quadratures

Teemu Pennanen
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Volume:
116
Language:
english
Pages:
19
DOI:
10.1007/s10107-007-0113-9
Date:
January, 2009
File:
PDF, 246 KB
english, 2009
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