STOCHASTIC PROGRAMS WITH INCOMPLETE INFORMATION.

Aharon Ben-Tal; Eithan Hochman

doi:10.1287/opre.24.2.336

STOCHASTIC PROGRAMS WITH INCOMPLETE INFORMATION.

Aharon Ben-Tal^*
, Eithan Hochman

^*Corresponding author for this work

Department of Environmental Economics and Management

Research output: Contribution to journal › Article › peer-review

19 Scopus citations

Abstract

This paper treats a simple recourse problem. Considered is the problem of reducing the feasible set into a smaller efficient set when partial information about the random parameters is known. The authors analyze some examples and give applications to stochastic programs with complete information.

Original language	English
Pages (from-to)	336-347
Number of pages	12
Journal	Operations Research
Volume	24
Issue number	2
DOIs	https://doi.org/10.1287/opre.24.2.336
State	Published - 1976

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10.1287/opre.24.2.336

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title = "STOCHASTIC PROGRAMS WITH INCOMPLETE INFORMATION.",

abstract = "This paper treats a simple recourse problem. Considered is the problem of reducing the feasible set into a smaller efficient set when partial information about the random parameters is known. The authors analyze some examples and give applications to stochastic programs with complete information.",

author = "Aharon Ben-Tal and Eithan Hochman",

year = "1976",

doi = "10.1287/opre.24.2.336",

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JF - Operations Research

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STOCHASTIC PROGRAMS WITH INCOMPLETE INFORMATION.

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