IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-1-4613-1885-9_1.html
   My bibliography  Save this book chapter

Stochastic Linear Programming with Recourse under Partial Information

In: Probability and Bayesian Statistics

Author

Listed:
  • Peter Abel

    (Fegro)

Abstract

Stochastic programming models with random variables with only incompletely-known distributions were up to now comparatively seldom analysed, although an attempt to declare probability distribution not always gives a satisfactory description of factors of influence in a decision model: “In any specific problem the selection of a definite probability distribution is made on the basis of a number of factors, such as the sequence of past demands, judgements about trends, etc. For various reasons, however, these factors may be insufficient to estimate the future distribution. As an example, the sample size of the past demands may be quite small, or we have reason to suspect that the future demand will come from a distribution which differs from that governing past history in an unpredictable way” (Scarf, 1958).

Suggested Citation

  • Peter Abel, 1987. "Stochastic Linear Programming with Recourse under Partial Information," Springer Books, in: R. Viertl (ed.), Probability and Bayesian Statistics, pages 1-6, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-1885-9_1
    DOI: 10.1007/978-1-4613-1885-9_1
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-1-4613-1885-9_1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.