文件名称:Stochastic Linear Programming - Models, Theory and Computation.pdf
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更新时间:2014-12-05 09:07:30
linear programming
The beginning of stochastic programming, and in particular stochastic linear programming (SLP), dates back to the 50’s and early 60’s of the last century. Pioneers who—at that time—contributed to the field, either by identifying SLP problems in particular applications, or by formulating various model types and solution approaches for dealing adequately with linear programs containing random variables in their right–hand–side, their technology matrix, and/or their objective’s gradient, have been among others (in alphabetical order):