Modeling and solution strategies for unconstrained stochastic optimization problems

Wets R (1984). Modeling and solution strategies for unconstrained stochastic optimization problems. Annals of Operations Research 1 (1): 3-22. DOI:10.1007/BF01874449.

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Abstract

We review some modeling alternatives for handling risk in decision-making processes for unconstrained stochastic optimization problems. Solution strategies are discussed and compared.

Item Type: Article
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: Romeo Molina
Date Deposited: 05 Apr 2016 08:33
Last Modified: 05 Apr 2016 08:33
URI: http://pure.iiasa.ac.at/12090

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