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Título:
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Analysis and comparisons of some solution concepts for stochastic programming problems
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Autores:
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Caballero Fernández, Rafael ;
Cerdá Tena, Emilio ;
Muñoz Martos, María del Mar ;
Rey, Lourdes
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Tipo de documento:
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texto impreso
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Editorial:
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Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid., 2002-09
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias Sociales: Economía: Economía pública
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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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.
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En línea:
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https://eprints.ucm.es/id/eprint/7677/1/0218.pdf
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