STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA MATHEMATICS RESEARCH LAB
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The paper presents a study of the properties of the deterministic equivalent program of a stochastic program with recourse. After a brief discussion of the place of the stochastic programming model in the realm of stochastic optimization and definition of the problem under consideration, the characterization of feasible solutions are discussed, and the various properties of the objective functions are examined dependent on or independent from the type of distribution of the random elements.
- Operations Research