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A simulation-based approach to two-stage stochastic programming with recourse.

Alexander ShapiroTito Homem-de-Mello
Published in: Math. Program. (1998)
Keyphrases
  • multistage
  • stochastic programming
  • linear program
  • stage stochastic programs
  • stochastic optimization
  • learning algorithm
  • support vector
  • special case
  • case based reasoning