Challenges in Stochastic Programming

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3954 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3954 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3954 archive 351 disk0/00/00/41/77 2016-01-15 02:04:39 2021-08-27 17:14:55 2016-01-15 02:04:39 monograph show 2 Wets R.J.-B. AL1370 Challenges in Stochastic Programming pub iis_cmp iis_met prog_opt 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. 1994-05 published WP-94-032 WP-94-032 10 2512 public working_paper IIASA, Laxenburg, Austria 30 FALSE info:eu-repo/semantics/book