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A Tutorial on Stochastic Programming Alexander Shapiro∗ and Andy Philpott† March 21, 2007
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Document Date: 2007-03-20 17:37:18
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File Size: 391,25 KB
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Example 2 /
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Country
United States /
New Zealand /
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University of Auckland /
Georgia Institute of Technology /
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IndustryTerm
scenario solution /
closed-form solutions /
steel /
approximate solution /
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School of Industrial and Systems Engineering /
Georgia Institute of Technology /
Atlanta /
Department of Engineering Science /
University of Auckland /
Auckland /
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model development using expert opinion very difficult /
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E /
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Georgia /
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Technology
simulation /
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Applied mathematics
Control theory
Dynamic programming
Robust optimization
Stochastic programming
Markov decision process
Linear programming
Optimal control
Spectral theory of ordinary differential equations
Operations research