Applications of stochastic programming: Achievements and questions (Q1598762)
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English | Applications of stochastic programming: Achievements and questions |
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Applications of stochastic programming: Achievements and questions (English)
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28 May 2002
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The paper presents a brief review of history and achievements of stochastic programming. Also, selected modeling issues concerning applications of multistage stochastic programs with recourse (the choice of the horizon, stages, methods for generating scenario trees, etc.) are discussed.
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brief review
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history
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stochastic programming
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