Stochastic Programming with Recourse - a practical example
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YouTubeDr. Clausen
Stochastic Programming with Recourse - a practical example
This video presents a practical example of two-stage stochastic programming with recourse based on the idea of generating scenarios with simulation. The video is meant as a learning tool for the DTU course 42586 Decisions under uncertainty Spring 2. The video is the second of two for the 9th lecture of the course.
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