Titlebook: Stochastic Two-Stage Programming; Karl Frauendorfer Book 1992 Springer-Verlag Berlin Heidelberg 1992 Decision Theory.Stochastic Programmin

时代

Stochastic Two-Stage Problems,s have to select out of this set that alternative (decision), best satisfying the underlying objective. If all data are known prior to the decision process we speak of . (.); if part of the data remain unknown and available only in a certain probabilistic sense we speak of . (.). We retain on modeli

轻快带来危险

Duality and Stability in Convex Optimization (Extended Results for the Saddle Case),ay an essential role in stochastic two-stage programs. We are aware of the fact that we have to integrate (at least approximately) the optimal value function (recourse function) of (5.4), given — for a fixed first-stage decision x — only implicitly by the infimum of (5.4). Although the optimal value

anaerobic

Chivalrous

An Illustrative Survey of Existing Approaches in Stochastic Two-Stage Programming,esearch activities have resulted in developments of approaches for solving these problems. We intend next to focus on some of existing approaches and outline their main characteristica. The motivation to do this lies in the variety of stochastic two-stage programming problems entailing different and

口诀法

暂停,间歇

Preliminaries, below, we mainly used Feller 1966 [44], Billingsley 1968 [9], Rockafellar 1970 [118] and 1976 [121], Halmos 1974 [55], Kelley and Namioka 1976 [80], Ekeland and Temam 1976 [39], Castaing and Valadier 1976 [20], Brøndsted 1983 [18], Prékopa 1980 [107], Rudin 1980 [131], Robinson 1987 [111], Wets 1989 [144] and Bauer 1990 [3].

harrow

Conduit

Iniquitous

An Illustrative Survey of Existing Approaches in Stochastic Two-Stage Programming, challenging features that have been exploited within the last decades. Some of the approaches discussed below have already been treated in Ermoliev and Wets 1988 [42], and even much more detailed therein than we will do here; however, the achieved progress within stochastic programming in the last five years have raised new ideas.