Stochastic Programming

By András Prékopa. 1995

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Predicting Tactical Solutions to Operational Planning Problems under Imperfect Information (2018, background): “…or at least approximate the solution ¯ y ∗ ( x a ) to the following optimal prediction stochastic programming (see, e.g., Birge and Lou-veaux, 2011, Kall and Wallace, 1994, Shapiro et al., 2009) problem: (1) where denotes a suitable norm (e.g., the L 1 - or L 2 -norm when the output has ﬁxed size)…”
Optimization under uncertainty: state-of-the-art and opportunities (2004, background): “For an extensive discussion of stochastic linear programming , the reader is referred to standard textbooks on stochastic programming (Birge & Louveaux, 1997; Infanger, 1994; Kall & Wallace, 1994; Prékopa, 1995).”
Fleet Management for Vehicle Sharing Operations (2011, background): “The idea of PEPs was first proposed by Prékopa (1990) who also presented ways to deal with the chance constraint if the marginal distribution of the random vector is log-concave (Prékopa 1995).”
The scenario approach to robust control design (2006, background): “It should readily be remarked that an exact numerical solution of CCP(2) is in general hopeless, see [55, 65].”