1. Stochastic Programming Computer Implementations
Published in Society for Industrial and Applied Mathematics eBooks • Jan 1, 2005
NobleIDNI8P97W93R47S06
Authors:,,
Horand I. Gassmann
Stein W. Wallace
William T. Ziemba
Abstract
Stochastic programming is decision making under risk. This means that some of the model coefficients are random variables with known or estimated distributions whose realizations are revealed (perhaps gradually) after some or all of the decisions have been made. Since most chapters in this book use ...
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