Keyword:stochastic programming

Publications
A Unifying Theory for the Reliability of Stochastic Programming Solutions Using Compromise Decisions Shuotao Diao and Suvrajeet Sen EasyChair Preprint 12439
The Polyhedral Structure and Complexity of Multistage Stochastic Linear Problem with General Cost Distribution Maël Forcier, Stéphane Gaubert and Vincent Leclère EasyChair Preprint 4113