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- Stochastic_programming abstract "In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the parameters are known only within certain bounds, one approach to tackling such problems is called robust optimization. Here the goal is to find a solution which is feasible for all such data and optimal in some sense. Stochastic programming models are similar in style but take advantage of the fact that probability distributions governing the data are known or can be estimated. The goal here is to find some policy that is feasible for all (or almost all) the possible data instances and maximizes the expectation of some function of the decisions and the random variables. More generally, such models are formulated, solved analytically or numerically, and analyzed in order to provide useful information to a decision-maker.As an example, consider two-stage linear programs. Here the decision maker takes some action in the first stage, after which a random event occurs affecting the outcome of the first-stage decision. A recourse decision can then be made in the second stage that compensates for any bad effects that might have been experienced as a result of the first-stage decision. The optimal policy from such a model is a single first-stage policy and a collection of recourse decisions (a decision rule) defining which second-stage action should be taken in response to each random outcome.Stochastic programming has applications in a broad range of areas ranging from finance to transportation to energy optimization.This article includes an example of optimizing an investment portfolio over time.".
- Stochastic_programming wikiPageExternalLink Example_with_15_unknown_variables.
- Stochastic_programming wikiPageExternalLink Global_nonlinear_optimization_example.
- Stochastic_programming wikiPageExternalLink Local_nonlinear_optimization_example.
- Stochastic_programming wikiPageExternalLink stoprog.org.
- Stochastic_programming wikiPageExternalLink index.html?introductions.html.
- Stochastic_programming wikiPageExternalLink Smi.xml.
- Stochastic_programming wikiPageExternalLink stochastic.
- Stochastic_programming wikiPageExternalLink index.html.
- Stochastic_programming wikiPageExternalLink 978-0-387-87816-4.
- Stochastic_programming wikiPageExternalLink SPbook.pdf.
- Stochastic_programming wikiPageExternalLink quasar.
- Stochastic_programming wikiPageID "501898".
- Stochastic_programming wikiPageLength "37793".
- Stochastic_programming wikiPageOutDegree "58".
- Stochastic_programming wikiPageRevisionID "708079005".
- Stochastic_programming wikiPageWikiLink AIMMS.
- Stochastic_programming wikiPageWikiLink AMPL.
- Stochastic_programming wikiPageWikiLink Algebraic_modeling_language.
- Stochastic_programming wikiPageWikiLink Andrzej_Piotr_Ruszczyński.
- Stochastic_programming wikiPageWikiLink András_Prékopa.
- Stochastic_programming wikiPageWikiLink Behavioral_ecology.
- Stochastic_programming wikiPageWikiLink Benders_decomposition.
- Stochastic_programming wikiPageWikiLink Bioeconomics.
- Stochastic_programming wikiPageWikiLink Biological_life_cycle.
- Stochastic_programming wikiPageWikiLink COIN-OR.
- Stochastic_programming wikiPageWikiLink CPLEX.
- Stochastic_programming wikiPageWikiLink Category:Mathematical_optimization.
- Stochastic_programming wikiPageWikiLink Category:Operations_research.
- Stochastic_programming wikiPageWikiLink Category:Stochastic_algorithms.
- Stochastic_programming wikiPageWikiLink Category:Stochastic_optimization.
- Stochastic_programming wikiPageWikiLink Central_limit_theorem.
- Stochastic_programming wikiPageWikiLink Darinka_Dentcheva.
- Stochastic_programming wikiPageWikiLink Dynamic_programming.
- Stochastic_programming wikiPageWikiLink EMP_SP.
- Stochastic_programming wikiPageWikiLink Ethology.
- Stochastic_programming wikiPageWikiLink Expected_shortfall.
- Stochastic_programming wikiPageWikiLink Finance.
- Stochastic_programming wikiPageWikiLink Fledge.
- Stochastic_programming wikiPageWikiLink FortSP.
- Stochastic_programming wikiPageWikiLink FuncDesigner.
- Stochastic_programming wikiPageWikiLink GNU_Linear_Programming_Kit.
- Stochastic_programming wikiPageWikiLink General_Algebraic_Modeling_System.
- Stochastic_programming wikiPageWikiLink Gurobi.
- Stochastic_programming wikiPageWikiLink IPython.
- Stochastic_programming wikiPageWikiLink Law_of_large_numbers.
- Stochastic_programming wikiPageWikiLink Linear_programming.
- Stochastic_programming wikiPageWikiLink Mathematical_model.
- Stochastic_programming wikiPageWikiLink Mathematical_optimization.
- Stochastic_programming wikiPageWikiLink OpenOpt.
- Stochastic_programming wikiPageWikiLink Optimal_foraging_theory.
- Stochastic_programming wikiPageWikiLink Parasitoid.
- Stochastic_programming wikiPageWikiLink Portfolio_(finance).
- Stochastic_programming wikiPageWikiLink Probabilistic-based_design_optimization.
- Stochastic_programming wikiPageWikiLink Probability_distribution.
- Stochastic_programming wikiPageWikiLink Random_variable.
- Stochastic_programming wikiPageWikiLink Robust_optimization.
- Stochastic_programming wikiPageWikiLink SAMPL.
- Stochastic_programming wikiPageWikiLink Scenario_optimization.
- Stochastic_programming wikiPageWikiLink Stochastic.
- Stochastic_programming wikiPageWikiLink Stochastic_control.
- Stochastic_programming wikiPageWikiLink Stochastic_optimization.
- Stochastic_programming wikiPageWikiLink Transport.
- Stochastic_programming wikiPageWikiLink Uncertainty.
- Stochastic_programming wikiPageWikiLink University_of_Wisconsin–Madison.
- Stochastic_programming wikiPageWikiLink Value_at_risk.
- Stochastic_programming wikiPageWikiLinkText "Stochastic programming".
- Stochastic_programming wikiPageWikiLinkText "Stochastic programming#Stochastic linear program".
- Stochastic_programming wikiPageWikiLinkText "stochastic program".
- Stochastic_programming wikiPageWikiLinkText "stochastic programming".
- Stochastic_programming wikiPageWikiLinkText "stochastic".
- Stochastic_programming wikiPageUsesTemplate Template:Cite_book.
- Stochastic_programming wikiPageUsesTemplate Template:Main.
- Stochastic_programming wikiPageUsesTemplate Template:Portal.
- Stochastic_programming wikiPageUsesTemplate Template:Reflist.
- Stochastic_programming wikiPageUsesTemplate Template:Section_link.
- Stochastic_programming wikiPageUsesTemplate Template:See_also.
- Stochastic_programming subject Category:Mathematical_optimization.
- Stochastic_programming subject Category:Operations_research.
- Stochastic_programming subject Category:Stochastic_algorithms.
- Stochastic_programming subject Category:Stochastic_optimization.
- Stochastic_programming hypernym Framework.
- Stochastic_programming type Area.
- Stochastic_programming type Software.
- Stochastic_programming type Algorithm.
- Stochastic_programming type Area.
- Stochastic_programming type Discipline.
- Stochastic_programming type Field.
- Stochastic_programming type Thing.
- Stochastic_programming comment "In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the parameters are known only within certain bounds, one approach to tackling such problems is called robust optimization.".
- Stochastic_programming label "Stochastic programming".
- Stochastic_programming seeAlso Mertons_portfolio_problem.
- Stochastic_programming sameAs Q7617831.
- Stochastic_programming sameAs m.02hzln.
- Stochastic_programming sameAs Стохастическое_программирование.
- Stochastic_programming sameAs Q7617831.
- Stochastic_programming wasDerivedFrom Stochastic_programming?oldid=708079005.
- Stochastic_programming isPrimaryTopicOf Stochastic_programming.