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Modeling and solution strategies for unconstrained stochastic optimization problems

  • Stochastic Programming
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Abstract

We review some modeling alternatives for handling risk in decision-making processes for unconstrained stochastic optimization problems. Solution strategies are discussed and compared.

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Author information

Authors and Affiliations

  1. University of Kentucky, Lexington, KY, USA

    Roger J -B. Wets

  2. IIASA, A-2361, Laxenburg, Austria

    Roger J -B. Wets

Authors
  1. Roger J -B. Wets
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Additional information

Invited lecture at the International Institute on Stochastics and Optimization, Gargnano, Italy, September 1–10, 1982.

Supported in part by a Guggenheim Fellowship and a grant of the National Science Foundation.

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Wets, R.J.B. Modeling and solution strategies for unconstrained stochastic optimization problems. Ann Oper Res 1, 3–22 (1984). https://doi.org/10.1007/BF01874449

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  • DOI: https://doi.org/10.1007/BF01874449

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