Stochastic Programming: Solution Techniques and Approximation Schedules

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

[thumbnail of WP-82-084.pdf]
Preview
Text
WP-82-084.pdf

Download (1MB) | Preview

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: 27 Aug 2021 17:10
URI: https://pure.iiasa.ac.at/1932

Actions (login required)

View Item View Item