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Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

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References

2010Stochastic Linear Programming667 cited
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1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
1960Inequalities for Stochastic Linear Programming Problems261 cited

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1991Applying the progressive hedging algorithm to stochastic generalized networks

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