Two-stage stochastic programs: Integer variables, dominance relations and PDE constraints

Rüdiger Schultz

doi:10.3934/naco.2012.2.713

Article Contents

2012, Volume 2, Issue 4: 713-738. Doi: 10.3934/naco.2012.2.713

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Two-stage stochastic programs: Integer variables, dominance relations and PDE constraints

Rüdiger Schultz^1,

1.
Department of Mathematics, University of Duisburg-Essen, Campus Duisburg, Lotharstr. 65, D-47048 Duisburg

Received: December 2011

Revised: November 2012

Published online: November 2012

Abstract / Introduction Related Papers Cited by

Abstract

From a unified point-of-view, we present some recent developments in two-stage stochastic programming. Our discussion includes stochastic programs with integer variables, stochastic programs with dominance constraints, and PDE constrained stochastic programs.

Keywords:

Mathematics Subject Classification: Primary: 90C15, 90C11, 60E15.

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