Modeling and Solution Strategies for Unconstrained Stochastic Optimization Problems

Wets RJ-B (1983). Modeling and Solution Strategies for Unconstrained Stochastic Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-036

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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: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:53
Last Modified: 14 Nov 2016 01:18
URI: http://pure.iiasa.ac.at/2276

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