A Linear Decision-Based Approximation Approach to Stochastic Programming
نویسندگان
چکیده
منابع مشابه
A Linear Decision-Based Approximation Approach to Stochastic Programming
Stochastic optimization, especially multistage models, is well known to be computationally excruciating. Moreover, such models require exact specifications of the probability distributions of the underlying uncertainties, which are often unavailable. In this paper, we propose tractable methods of addressing a general class of multistage stochastic optimization problems, which assume only limite...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2008
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1070.0457