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Wets, R.J.-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: | 27 Aug 2021 17:11 |
| URI: | https://pure.iiasa.ac.at/2276 |
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