A comment on "computational complexity of stochastic programming problems"

@article{Hanasusanto2016ACO,
  title={A comment on "computational complexity of stochastic programming problems"},
  author={Grani Adiwena Hanasusanto and Daniel Kuhn and Wolfram Wiesemann},
  journal={Math. Program.},
  year={2016},
  volume={159},
  pages={557-569}
}
Although stochastic programming problems were always believed to be computationally challenging, this perception has only recently received a theoretical justification by the seminal work of Dyer and Stougie (Mathematical Programming A, 106(3):423–432, 2006). Amongst others, that paper argues that linear two-stage stochastic programs with fixed recourse are #P-hard even if the random problem data is governed by independent uniform distributions. We show that Dyer and Stougie’s proof is not… CONTINUE READING
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