Epi-convergent discretizations of multistage stochastic programs via integration quadratures.
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2009
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Epi-convergent discretizations of multistage stochastic programs via integration quadratures.
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461-479
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Mathematics Subject Classification (2000) 90C15; 49M25; 90C25
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Epi-convergent discretizations of multistage stochastic programs via integration quadratures.
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