返回
A class of stochastic programs with decision dependent random elements
DOI:10.1023/A:1018943626786.png)
摘要
En 中文
In the standard 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 significantly more difficult to solve. This paper identifies;I class of problems that are manageable and proposes an algorithmic procedure for solving problems of this type. We give bounds and algorithms for the case where the distributions and the variables controlling information discovery are discrete. Computational experience is reported.
Keyword:
stochastic program with recourse
integer stochastic programming
modelling
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

