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Stochastic programming

Known as: Stochastic dynamic programming, Stochastic linear program 
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereas… 
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Related topics

Related topics

29 relations
AIMMSAMPLAlgebraic modeling languageBenders decomposition

Broader (2)

Operations researchStochastic optimization

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2019
2019
Power control for multi-sensor remote state estimation over interference channel
2015
2015
Optimal procurement contract selection with price optimization under uncertainty for process networks
2009
2009
Hedging risks with interruptible load programs for a load serving entity
2008
2008
Fixed versus flexible production systems: A real options analysis
2006
2006
Optimal Hedge Fund Allocation with Asymmetric Preferences and Distributions
Hedge funds typically have non-normal return distributions marked by significant positive or negative skewness and high kurtosis… 
2005
2005
Optimal management of a forested catchment providing timber and carbon sequestration benefits: Climate change effects
Review
2004
Review
2004
Environment, krill and squid in the Monterey Bay: from fisheries to life histories and back again
1998
1998
Searching for an optimal rotation age for forest stand management under stochastic log prices
Highly Cited
1995
Highly Cited
1995
Stochastic programming with integer recourse
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the… 
1980
1980
The Stabil Stochastic Programming Model and Its Experimental Application to the Electrical Energy Sector of the Hungarian Economy Andr as Pr Ekopa
The stochastic programming model named STABIL is given by (1.1), where we m i n i m ize a linear or nonlinear objective function… 
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