On a stochastic program with simple recourse
نویسندگان
چکیده
منابع مشابه
Stochastic Programming with Simple Integer Recourse
Stochastic integer programs are notoriously difficult. Very few properties are known and solution algorithms are very scarce. In this paper, we introduce the class of stochastic programs with simple integer recourse, a natural extension of the simple recourse case extensively studied in stochastic continuous programs. Analytical as well as computational properties of the expected recourse funct...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1977
ISSN: 0022-247X
DOI: 10.1016/0022-247x(77)90202-5