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"Dynamic stochastic approximation for multi-stage stochastic optimization."

Guanghui Lan, Zhiqiang Zhou (2021)

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DOI: 10.1007/S10107-020-01489-Y

access: closed

type: Journal Article

metadata version: 2021-04-28

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Guanghui Lan, Zhiqiang Zhou:
Dynamic stochastic approximation for multi-stage stochastic optimization. Math. Program. 187(1): 487-532 (2021)

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