RT Report
T1 Analysis and comparisons of some solution concepts for stochastic programming problems
A1 Caballero Fernández, Rafael
A1 Cerdá Tena, Emilio Jaime
A1 Muñoz Martos, María del Mar
A1 Rey, Lourdes
AB 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.
PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid.
YR 2002
FD 2002-09
LK https://hdl.handle.net/20.500.14352/64508
UL https://hdl.handle.net/20.500.14352/64508
LA eng
DS Docta Complutense
RD 15 abr 2025