2011 · 381 citations · 0 references
EngineeringDecision SciencesMathematicsProbability TheoryStochastic ModelingStochastic ProcessesLinear ProgrammingMarkov ChainsMarkov ProcessesStochastic CalculusStochastic OptimizationStochastic ProgrammingChance-constrained ProgrammingMulti-stage Stochastic ProgrammingOptimal Control Of Stochastic SystemsStochastic Linear ProgrammingStochastic Mixed-integer ProgrammingStochastic Optimal ControlTwo-stage Stochastic Programming