CHALLENGES IN STOCHASTIC-PROGRAMMING

Authors
WETS RJB
Citation
Rjb. Wets, CHALLENGES IN STOCHASTIC-PROGRAMMING, Mathematical programming, 75(2), 1996, pp. 115-135
Citations number
42
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
75
Issue
2
Year of publication
1996
Pages
115 - 135
Database
ISI
SICI code
0025-5610(1996)75:2<115:CIS>2.0.ZU;2-I
Abstract
Remarkable progress has been made in the development of algorithmic pr ocedures and the availability of software for stochastic programming p roblems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the fiel d of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision makin g under uncertainty.