Universidad Complutense de Madrid
E-Prints Complutense

Analysis and comparisons of some solution concepts for stochastic programming problems

Impacto

Descargas

Último año



Caballero Fernández, Rafael y Cerdá Tena, Emilio y Muñoz Martos, María del Mar y Rey, Lourdes (2002) Analysis and comparisons of some solution concepts for stochastic programming problems. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 18, 2002, ]

[img]
Vista previa
PDF
120kB

URL Oficial: http://eprints.ucm.es/7677/


URLTipo de URL
https://www.ucm.es/icaeInstitución


Resumen

The aim of this study is to analyse the resolution of Stochastic Programming Problems in which the objective function depends on parameters which are continuous random variables with a known distribution probability. In the literature on these questions different solution concepts have been defined for problems of these characteristics. These concepts are obtained by applying a transformation criterion to the stochastic objective which contains a statistical feature of the objective, implying that for the same stochastic problem there are different optimal solutions available which, in principle, are not comparable. Our study analyses and establishes some relations between these solution concepts.


Tipo de documento:Documento de trabajo o Informe técnico
Palabras clave:Stochastic Programming, Optimal solution concepts
Materias:Ciencias Sociales > Economía > Economía pública
Título de serie o colección:Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE)
Volumen:2002
Número:18
Código ID:7677
Depositado:07 Mar 2008
Última Modificación:21 Jun 2017 12:01

Descargas en el último año

Sólo personal del repositorio: página de control del artículo