Preprint 0 ( 1997 ) ? { ? 1 A Class of Stochastic Programs with DecisionDependent Random

  • Tore W. Jonsbr
  • Published 1997


In thèstandard' formulation of a stochastic program with recourse, the distribution of the random parameters is independent of the decisions. When this is not the case, the problem is signiicantly more diicult to solve. This paper identiies a class of problems that arèmanageable' and proposes an algorithmic procedure for solving problems of this type. We… (More)