A Linear Decision-Based Approximation Approach to Stochastic Programming - Chen, Xin; Sim, Melvyn; Sun, Peng; Zhang, Jiawei (Operations research, 2008)
Keywords: Analysis; Applied sciences; Approximation; Covariance; Decision making; Decision theory. Utility theory; Exact sciences and technology; Linear programming; Mathematical vectors; Mathematics; Matrices; Objective functions; Operational research and scientific management; Operational research. Management science; Optimization; programming; Random variables; Robust optimization; Sampling methods; stochastic; Stochastic models; Stochastic programming; Studies; United States; Stochastic model; conic programming; Probabilistic approach; programming: stochastic; Stochastic approximation; Modeling; Stochastic programming; Decision rule; Uncertain system; Covariance; Limit distribution; Linear approximation; Model specification