Applications of stochastic programming: Achievements and questions |
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| Institution: | 1. College of Information Science and Engineering, Fujian University of Technology, Fuzhou, Fujian, 350118, China;2. Fujian Provincial Key Laboratory of Big Data Mining and Applications (Fujian University of Technology), Fuzhou, Fujian, 350118, China |
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| Abstract: | When solving a decision problem under uncertainty via stochastic programming it is essential to choose or to build a suitable stochastic programming model taking into account the nature of the real-life problem, character of input data, availability of software and computer technology. Besides a brief review of history and achievements of stochastic programming, selected modeling issues concerning applications of multistage stochastic programs with recourse (the choice of the horizon, stages, methods for generating scenario trees, etc.) will be discussed. |
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