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Challenges in stochastic programming. (English) Zbl 0874.90151

Summary: Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the field of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision making under uncertainty.

MSC:

90C15 Stochastic programming
90C09 Boolean programming
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