Decision-dependent probabilities in stochastic programs with recourse

Decision-dependent probabilities in stochastic programs with recourse

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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...

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Bibliographic Details
Main Authors: Hellemo, Lars, Tomasgard, Asgeir
Other Authors: Massachusetts Institute of Technology. Department of Chemical Engineering
Format: Article
Language:English
Published: Springer-Verlag 2018
Online Access:http://hdl.handle.net/1721.1/118367
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