Stochastic Optimization
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Date
2014-02
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Addis Ababa University
Abstract
Stochastic optimization is a leading approach to model optimization problems
in which there is uncertainty in the input data, whether from measurement
noise or an inability to know the future. This paper focuses on
types of Stochastic optimization such as Stochastic optimization problems
with recourse and Chance constrained optimization problems as well as how
to change one Stochastic optimization problems to deterministic equivalent
form.
Keywords: Probability, Random Variable, Expected value, Measure, Convex,
Stochastic Optimization, Recourse, Chance Constrained
Description
Keywords
Probability, Random Variable, Expected value, Measure, Convex, Stochastic Optimization, Recourse, Chance Constrained