Challenges in stochastic programming

DOI10.1007/BF02592149zbMath0874.90151MaRDI QIDQ1363423

Roger J.-B. Wets

Publication date: 7 August 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

open problemsdecision making under uncertaintyprobabilistic constraintschance-constraintsdistribution problemMarkowitz portfolio model

Mathematics Subject Classification ID

Stochastic programming (90C15) Boolean programming (90C09)

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