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"Regularized Decomposition of High-Dimensional Multistage Stochastic ..."
Tsvetan Asamov, Warren B. Powell (2018)
- Tsvetan Asamov, Warren B. Powell:
Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty. SIAM J. Optim. 28(1): 575-595 (2018)
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