Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models

DOI10.1287/MNSC.31.1.96MaRDI QIDQ3747239zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.31.1.96

zbMATH Keywords

Bayesian approachchance-constrained programmingexpected net gain from samplingexpected value of sample informationprobabilistic linear programmingtwo-stage stochastic programming with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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