Stochastic Programming

In: Statistica Neerlandica, Band 21, Heft 1, S. 39-53

Abstract

SummaryThis report presents an approach to stochastic programming. It treats mainly the difficulties arising in formulating the problem and the possibilities to derive a deterministic problem by which it can be replaced. In a sense the approach of this report unifies different viewpoints on stochastic programming problems as they have been published in the literature.