Challenges in Stochastic Programming

Wets, R.J.-B. (1994). Challenges in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-032

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Abstract

Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the field of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision making under uncertainty.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Optimization under Uncertainty (OPT)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:04
Last Modified: 27 Aug 2021 17:14
URI: https://pure.iiasa.ac.at/4177

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