Current Trends in Stochastic Programming Computation and Applications

@inproceedings{Birge1995CurrentTI,
  title={Current Trends in Stochastic Programming Computation and Applications},
  author={John R. Birge},
  year={1995}
}
While decisions frequently have uncertain consequences, optimal decision models often replace those uncertainties with averages or best estimates. Limited computational capability may have motivated this practice in the past. Recent computational advances have, however, greatly expanded the range of stochastic programs, optimal decision models with explicit consideration of uncertainties. This paper describes basic methodology in stochastic programming, recent developments in computation, and… CONTINUE READING

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