A stochastic geometric programming problem with multiplicative recourse (Q916566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic geometric programming problem with multiplicative recourse |
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A stochastic geometric programming problem with multiplicative recourse (English)
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1990
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A stochastic geometric programming problem is formulated as a multiplicative recourse model. As a general result it is shown that the deterministic equivalent model is convex. Some computational considerations refer to the case of normally distributed coefficients.
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stochastic geometric programming
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multiplicative recourse model
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