首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Challenges in stochastic programming
Authors:Roger J-B Wets
Institution:(1) Department of Mathematics, University of California, 95616 Davis, CA, USA
Abstract:Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the field of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision making under uncertainty. Research supported by grants of the National Science Foundation and the US-Israel Binational Science Foundation.
Keywords:Stochastic programming  Decisions under uncertainty  Chance-constraints  Probabilistic constraints  Distribution problem  Markowitz portfolio model
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号