The Future of Stochastic Programming: Theory and Methods

12/31/98


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Table of Contents

The Future of Stochastic Programming: Theory and Methods

Outline

Views of Stochastic Programming

Roadblocks to Progress

These Problems are Just Too Big

Current Answers

Next Steps?

We Don’t Know the Distributions

Dealing with Uncertain Distributions

Our Decisions are 0-1

Responding to Discrete Decisions

These Problem aren’t Convex

Dealing with Nonconvexity

We Need Answers in Real-Time

Moving to Real-Time

Our Competitors Can Act First

Other Problems

Summary

 Author: John R. Birge

Email: jrbirge@umich.edu

Home Page: http://www-personal.engin.umich.edu/~jrbirge