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Projection and discretization methods in stochastic programming. (English) Zbl 0827.65063

The paper reviews and makes several remarks on differences between projection and modern discretization approaches in the approximate solution of linear and nonlinear stochastic programs with recourse.
Reviewer: P.Pan (Nanjing)

MSC:

65K05 Numerical mathematical programming methods
90C15 Stochastic programming
90C05 Linear programming
90C30 Nonlinear programming
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