In this chapter, we extensively discuss the properties of modelling recourse and provide the base frameworks for two- and multistage stochastic programs with recourse.

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Adjusting to Uncertainty: Modelling Recourse

  • Wim Stefanus van Ackooij,
  • Welington Luis de Oliveira

摘要

In this chapter, we extensively discuss the properties of modelling recourse and provide the base frameworks for two- and multistage stochastic programs with recourse.