Two-stage stochastic linear programs with incomplete information on uncertainty

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Two-stage stochastic linear programs with incomplete information on uncertainty

Two-stage stochastic linear programming is a classical model in operations research. The usual approach to this model requires detailed information on distribution of the random variables involved. In this paper, we only assume the availability of the first and second moments information of the rand...

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Bibliographic Details
Main Authors:	Ang, J., Meng, F., Sun, Jie
Format:	Journal Article
Published:	Elsevier BV * North-Holland 2014
Online Access:	http://hdl.handle.net/20.500.11937/39038

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