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What is the role of the recourse variable in stochastic programming?

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#optimization #convex-optimization #linear-programming #stochastic-programming
215
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Stochastic Dynamic Programming: Deriving the Steady-State for a Lottery

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#stochastic-processes #economics #dynamic-programming #stochastic-programming
54
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Optimality solutions of stochastic linear program

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#optimization #linear-programming #stochastic-programming
244
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Chance constrained stochastic programming

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#probability #probability-theory #stochastic-processes #stochastic-calculus #stochastic-programming
275
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Integer Linear Programming with Expectation of Random Variables

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#linear-programming #integer-programming #stochastic-programming
49
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Linear stochastic programming/easy formulas

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#real-analysis #probability-theory #random-variables #linear-programming #stochastic-programming
177
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Solutions for “Stochastic Programming: Modeling Decision Problems Under Uncertainty".

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#reference-request #optimization #book-recommendation #stochastic-programming
61
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Fundamental questions on chance-constrained problem

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#probability #optimization #stochastic-processes #stochastic-programming
88
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Binary Stochastic Programming with Independent or Positively Correlated Co-efficients

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#probability-theory #optimization #stochastic-processes #discrete-optimization #stochastic-programming
398
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Good book for Integer/Non-Linear/Stochastic/Dynamic programing [Operations Research]

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#reference-request #book-recommendation #integer-programming #operations-research #stochastic-programming
97
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Expectation of piece-wise objective function

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#probability #expected-value #stochastic-programming
155
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A stochastic programming with a chance constraint

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#probability #optimization #stochastic-calculus #stochastic-analysis #stochastic-programming
392
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Stochastic dynamic programming

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#calculus #stochastic-processes #dynamic-programming #stochastic-programming
158
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Why is it valid to derive a stochastic Euler equation?

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#optimal-control #dynamic-programming #stochastic-programming
953
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Stochastic optimization vs stochastic programming

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#optimization #soft-question #numerical-optimization #stochastic-approximation #stochastic-programming

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