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In this chapter, we try to provide a roadmap for formulating a “stochastic program”. We interpret the latter as meaning an optimization problem accounting, in some way, for uncertainty. A specific pattern should be followed to arrive at a suitably formulated stochastic program. This is especially true in a situation wherein a previous deterministic model already exists. This chapter provides some thoughts on the matter.

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Fundamental Modelling Questions in Stochastic Programming

  • 章节

  • 发表日期：

    2025年

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  • Wim Stefanus van Ackooij,
  • Welington Luis de Oliveira

摘要

In this chapter, we try to provide a roadmap for formulating a “stochastic program”. We interpret the latter as meaning an optimization problem accounting, in some way, for uncertainty. A specific pattern should be followed to arrive at a suitably formulated stochastic program. This is especially true in a situation wherein a previous deterministic model already exists. This chapter provides some thoughts on the matter.