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MP
2006
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MP 2006
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Solving multistage asset investment problems by the sample average approximation method
13 years 11 months ago
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www2.isye.gatech.edu
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
Jörgen Blomvall, Alexander Shapiro
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