Stochastic Two-Stage Programming
Frauendorfer, Karl![Stochastic Two-Stage Programming](https://support.digitalhusky.com/media/annotations/sorted/133/13331850/CHSBZCOP0313331850.jpg)
Stochastic Programming offers models and methods for
decision problems wheresome of the data are uncertain.
These models have features and structural properties which
are preferably exploited by SP methods within the solution
process. This work contributes to the methodology for
two-stagemodels. In these models the objective function is
given as an integral, whose integrand depends on a random
vector, on its probability measure and on a...