Single–stage SLP models

Peter Kall () and János Mayer ()
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Peter Kall: University of Zürich
János Mayer: University of Zürich

Chapter Chapter 2 in Stochastic Linear Programming, 2011, pp 71-189 from Springer

Abstract: Abstract In this chapter we consider stochastic programming problems which represent a single decision stage. The decision is to be made “here and now” and the models do not account for any corrective (recourse) actions which might be available after the realization of the random variables in the model becomes known.

Keywords: Risk Measure; Convex Optimization Problem; Multivariate Normal Distribution; Probability Constraint; Mean Absolute Deviation (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-1-4419-7729-8_2

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