Stochastic Two-Stage Programming


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Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease ...

Stochastic Two-Stage Programming 1992, Springer

ISBN-13: 9783540560975

Softcover Reprint of the Origi edition

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