Decision-dependent probabilities in stochastic programs with recourse
Stochastic programming with recourse usually assumes uncertainty to be exogenous. Our work presents modelling and application of decision-dependent uncertainty in mathematical programming including a taxonomy of stochastic programming recourse models with decision-dependent uncertainty. The work inc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer-Verlag
2018
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| Online Access: | http://hdl.handle.net/1721.1/118367 |