Stochastic Programs with Incomplete Information

Aharon Ben-Tal and Eithan Hochman
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Aharon Ben-Tal: University of Texas, Austin, Texas
Eithan Hochman: Tel-Aviv University, Tel-Aviv, Israel

Operations Research, 1976, vol. 24, issue 2, 336-347

Abstract: This paper treats a simple recourse problem. We consider the problem of reducing the feasible set into a smaller efficient set when partial information about the random parameters is known. We analyze some examples and give applications to stochastic programs with compete information.

Date: 1976
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