Stochastic programming: Difference between revisions

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Applications of stochastic programming are described at the following website, [http://stoprog.org Stochastic Programming Community].
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==Methods==
 
Several stochastic programming methods have been developed:
* Scenario-based methods including Sample Average Approximation
* Stochastic integer programming for problems in which some variables must be integers
* [[Chance constrained programming]] for dealing with constraints that must be satisfied with a given probability
* [[Stochastic dynamic programming]]
* [[Markov decision process]]
* [[Benders decomposition]]
 
== Two-stage problems==