Content deleted Content added
→top: added a list of methods, see the last comment at the talk |
|||
Line 7:
Applications of stochastic programming are described at the following website, [http://stoprog.org Stochastic Programming Community].
</ref>
==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==
|