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Two-Stage Stochastic Programs with Recourse

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Encyclopedia of Optimization

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References

  1. Birge JR (1982) The value of stochastic solution in stochastic linear programming. Math Program 24:314–325

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  2. Birge JR, Louveaux FV (1997) Introduction to stochastic programming. Springer, Berlin

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  3. Kall P, Wallace SW (1994) Stochastic programming. Wiley, New York

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  4. Prékopa A (1995) Stochastic programming. Kluwer, Dordrecht

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  5. Walkup D, Wets RJ-B (1967) Stochastic programs with recourse. SIAM J Appl Math 15:1299–1314

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Author information

Authors and Affiliations

  1. University Namur, Namur, Belgium

    Francois Louveaux

  2. Northwestern University, Evanston, USA

    John R. Birge

Authors
  1. Francois Louveaux
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  2. John R. Birge
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Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Louveaux, F., Birge, J.R. (2008). Two-Stage Stochastic Programs with Recourse . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_691

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