OPTIMIZATION
Edited by G.L. Nemhauser, A.H.G. Rinnooy Kan and M.J. Todd
CHAPTER 8
Stochastic Programming
R.J-B. Wets
1. Introduction: The model*
2. Expectation functionals
3. Anticipative models and adaptive models
4. Recourse problems
5. Optimality conditions
6. Approximations
7. Solution procedures
8. Stability and incomplete information
References
* The first two pages of the chapters are available as PDF file.
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