Stochastic Programming: Solution Techniques and Approximation Schedules

Wets RJ-B (1982). Stochastic Programming: Solution Techniques and Approximation Schedules. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-084

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Abstract

Solutions techniques for stochastic programs are reviewed. Particular emphasis is placed on those methods that allow us to proceed by approximation. We consider both stochastic programs with recourse and stochastic programs with chance-constraints.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:51
Last Modified: 05 Nov 2016 05:24
URI: http://pure.iiasa.ac.at/1932

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