文件名称：A Tutorial on Stochastic Programming
文件大小：391KB
文件格式：PDF
更新时间：2014-05-09 09:43:20
Stochastic Programming
This tutorial is aimed at introducing some basic ideas of stochastic programming. The intended audience of the tutorial is optimization practitioners and researchers who wish to acquaint themselves with the fundamental issues that arise when modeling optimization problems as stochastic programs. The emphasis of the paper is on motivation and intuition rather than technical completeness (although we could not avoid giving some technical details). Since it is not intended to be a historical overview of the subject, relevant references are given in the “Notes” section at the end of the paper, rather than in the text.