What is it about?
Ways to approximate the solution to stochastic programs when random variables are continuously distributed.
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Why is it important?
This paper provides evidence that some straight forward approaches for generating a finite set of scenarios may be effective for approximating solutions to stochastic programs with continuously distributed random variables.
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This page is a summary of: Sequential Bounding Methods for Two-Stage Stochastic Programs, INFORMS Journal on Computing, May 2016, INFORMS,
DOI: 10.1287/ijoc.2015.0682.
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