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- W50841377 abstract "Let ξ := ξ (ω) (s×1) be a random vector defined on a probability space (Ω; S; P); F; PF the distribution function and the probability measure corresponding to the random vector ξ : Let, moreover, (g{rm o}(x,z),g_0^1 (y,z)) be functions defined on Rn × Rs and Rn1 × Rs; fi(x; z); gi(y); i = 1; : : : ; m functions defined on Rn × Rs and Rn1 ; h := h(z) (m × 1) a vector function defined on Rs; (h'(z) = (h_1 (z), ldots ,h_m (z));X subset R^n ,Y subset R^{n1}) be nonempty sets. Symbols x (n × 1); y := y (x; ξ) (n1 × 1) denote decision vectors. (Rn denotes the n-dimensional Euclidean space, h' a transposition of the vector function h:)" @default.
- W50841377 created "2016-06-24" @default.
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- W50841377 date "2009-01-01" @default.
- W50841377 modified "2023-10-17" @default.
- W50841377 title "Stochastic Programming Problems with Recourse via Empirical Estimates" @default.
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- W50841377 doi "https://doi.org/10.1007/978-3-642-00142-0_57" @default.
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