STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1

Abstract

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).

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1969
Accession Number
AD0697422

Entities

People

  • Roger J-B Wets

Organizations

  • Boeing

Tags

Communities of Interest

  • C4I
  • Human Systems

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convex Sets
  • Covariance
  • Discrete Distribution
  • Distribution Functions
  • Equations
  • Hypotheses
  • Integrals
  • Linear Programming
  • Operations Research
  • Optimization
  • Probability
  • Random Variables
  • Surveys
  • Theorems

Readers

  • Computational Fluid Dynamics (CFD)
  • Systems Analysis and Design