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Exact Quantization of Multistage Stochastic Linear Problems
SIAM Journal on Optimization (2024) -
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doi: 10.1137/22m1508005 issn: 1052-6234 issn: 1095-7189
Maël Forcier, Stéphane Gaubert, Vincent Leclère
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Society for Industrial & Applied Mathematics (SIAM)
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