Stochastic Programming: Solution Techniques and Approximation Schemes

R. Wets
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R. Wets: University of Kentucky, Department of Mathematics

A chapter in Mathematical Programming The State of the Art, 1983, pp 566-603 from Springer

Abstract: Abstract Solutions techniques for stochastic programs are reviewed. Particular emphasis is placed on those methods that allow us to proceed by approximation. We consider both stochastic programs with recourse and stochastic programs with chance-constraints.

Keywords: Approximation Scheme; Solution Technique; Stochastic Program; Algorithmic Procedure; Stochastic Linear Programming (search for similar items in EconPapers)
Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-68874-4_22

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DOI: 10.1007/978-3-642-68874-4_22

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