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Technical Note—Some Special Cases of Stochastic Programs with Recourse

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  • Behram Hansotia

    (Bradley University, Peoria, Illinois)

Abstract

The purpose of this note is to work out in detail some specific instances of stochastic programming problems with simple recourse. We assume specific structure and specific distribution functions for the random elements and develop closed-form expressions for the objective functions.

Suggested Citation

  • Behram Hansotia, 1977. "Technical Note—Some Special Cases of Stochastic Programs with Recourse," Operations Research, INFORMS, vol. 25(2), pages 361-363, April.
    • Handle: RePEc:inm:oropre:v:25:y:1977:i:2:p:361-363
    DOI: 10.1287/opre.25.2.361
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