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. 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:	27 Aug 2021 17:26
URI:	https://pure.iiasa.ac.at/12090

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