search query: @author Vladimirou, H. / total: 3
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| Author: | Vladimirou, H. Zenios, S. |
| Title: | Stochastic linear programs with restricted recourse |
| Journal: | European Journal of Operational Research
1997 : AUG 16, VOL. 101:1, p. 177-192 |
| Index terms: | OPERATIONAL RESEARCH STOCHASTIC PROGRAMMING LINEAR PROGRAMMING |
| Language: | eng |
| Abstract: | Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems the decision variables are partitioned into two groups: a set of structural, first-stage decisions, and a set of second-stage, recourse decisions. The structural decisions are scenario-invariant, but the recourse decisions are scenario-dependent and can vary substantially across scenarios. |
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