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