Tue, 04 Oct 2005

Decomposition algorithms for solving multistage stochastic mixed 0-1 problems

Think about it. Then go here.

First of all, we provide an introduction to general Stochastic Programming,which is a framework for modelling optimization problems that involve uncertainty.For this purpouse, we describe main concepts, modelling issues, solution methods and some applications in finance and economics.

(link) [EurekAlert! - Breaking News]

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