Confidence level solutions for stochastic programming
β Scribed by Yu. Nesterov; J.-Ph. Vial
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 454 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0005-1098
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π SIMILAR VOLUMES
## Abstract Structural robust optimization problems are often solved via the soβcalled Biβlevel approach. This solution procedure often involves large computational efforts and sometimes its convergence properties are not so good because of the nonβsmooth nature of the Biβlevel formulation. Another
stochastic programming is concerned with practical procedures for decision making under uncertainty, by modelling uncertainties and risks associated with decision in a form suitable for optimization. The field is developing rapidly with contributions from many disciplines such as operations research