Stochastic Programming: Minimax Approach
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چکیده
In many applications of stochastic programming there is some uncertainty about the probability distribution P of the random parameters. The incomplete knowledge of the probability distribution can be described by assuming that P belongs to a specified class P of probability distributions. This in turn suggests to use the minimax decision rule. The first results were concerned with stochastic linear programs with recourse; they can be treated within the following more general framework
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تاریخ انتشار 2007