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Single–stage SLP models

In: Stochastic Linear Programming

Author

Listed:
  • Peter Kall

    (University of Zürich)

  • János Mayer

    (University of Zürich)

Abstract

In this chapter we consider stochastic programming problems which represent a single decision stage. The decision is to be made “here and now” and the models do not account for any corrective (recourse) actions which might be available after the realization of the random variables in the model becomes known.

Suggested Citation

  • Peter Kall & János Mayer, 2011. "Single–stage SLP models," International Series in Operations Research & Management Science, in: Stochastic Linear Programming, edition 2, chapter 0, pages 71-189, Springer.
    • Handle: RePEc:spr:isochp:978-1-4419-7729-8_2
    DOI: 10.1007/978-1-4419-7729-8_2
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