A linear decision-based approximation approach to stochastic programming

Operations Research

Volumn 56, Issue 2, 2008, Pages 344-357

  Chen, Xin ^a   Sim, Melvyn ^b   Sun, Peng ^c   Zhang, Jiawei ^d  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b SINGAPORE MIT ALLIANCE   (Singapore)

^c DUKE UNIVERSITY   (United States)

^d NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATE MODELS; APPROXIMATION APPROACHES; BASIC IDEAS; DECISION RULES; GENERAL CLASS; LIMITED INFORMATIONS; MULTI-STAGE MODELS; SECOND-ORDER CONES; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; TWO STAGES;

OPTIMIZATION; RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING;

PROBABILITY DISTRIBUTIONS;

EID: 61449252886     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1070.0457     Document Type: Article

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