STOCHASTIC PROGRAMS WITH RECOURSE: SPECIAL FORMS,
Abstract
This paper is a sequel to AD-637 139 in which stochastic programs with recourse were formulated as a generalization of the two-stage programming under uncertainty model, and some of the theoretical properties of stochastic programs with recourse were developed. In this paper some special forms of stochastic programs with recourse are considered, which, because they are less general, may prove to be more amenable to computational solution. It is also shown that certain problems studied by other authors, including the active approach of G. Tintner and the conditional probability model of chance constrained programming treated by A. Charnes and M. Kirby, can be represented as stochastic programs with recourse. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1967
- Accession Number
- AD0660054
Entities
People
- David W. Walkup
- Roger J-B Wets
Organizations
- Boeing