Stochastic programming: solution techniques and approximation schemes

Wets R (1983). Stochastic programming: solution techniques and approximation schemes. In: Mathematical Programming The State of the Art. Eds. Bachem, A., Korte, B. & Grötschel, M., pp. 566-603 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-642-68874-4 DOI:10.1007/978-3-642-68874-4_22.

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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: Book Section
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: Romeo Molina
Date Deposited: 25 Feb 2016 12:35
Last Modified: 25 Feb 2016 12:35

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