Applications of stochastic programming: Achievements and questions
作者： Jitka Dupačová
DOI: 10.1016/S0377-2217(02)00070-X
关键词: Decision problem 、 Software 、 Stochastic optimization 、 Operations research 、 Computer science 、 Inductive programming 、 Stochastic modelling 、 Stochastic programming 、 Mathematical optimization
摘要: Abstract When solving a decision problem under uncertainty via stochastic programming it is essential to choose or build suitable model taking into account the nature of real-life problem, character input data, availability software and computer technology. Besides brief review history achievements programming, selected modeling issues concerning applications multistage programs with recourse (the choice horizon, stages, methods for generating scenario trees, etc.) will be discussed.
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