Stochastic Programming Models
- 1 January 2003
- book chapter
- Published by Elsevier
- Vol. 10, 1-64
- https://doi.org/10.1016/s0927-0507(03)10001-1
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- The expected value of perfect information in the optimal evolution of stochastic systemsPublished by Springer Nature ,2005
- Dual Stochastic Dominance and Related Mean-Risk ModelsSIAM Journal on Optimization, 2002
- On consistency of stochastic dominance and mean–semideviation modelsMathematical Programming, 2001
- From stochastic dominance to mean-risk models: Semideviations as risk measuresEuropean Journal of Operational Research, 1999
- The minimax approach to stochastic programming and an illustrative applicationStochastics, 1987
- On the use of nested decomposition for solving nonlinear multistage stochastic programsPublished by Springer Nature ,1986
- The value of the stochastic solution in stochastic linear programs with fixed recourseMathematical Programming, 1982
- Stochastic Programs with RecourseSIAM Journal on Applied Mathematics, 1967
- Programming Under Uncertainty: The Equivalent Convex ProgramSIAM Journal on Applied Mathematics, 1966
- Linear Programming under UncertaintyManagement Science, 1955