Affiliation:
1. “Nicolae Bălcescu” Land Forces Academy , Sibiu , Romania
Abstract
Abstract
This paper aims to analyze the stage reached in the development and application of stochastic optimization models, highlighting some of the most important moments and achievements in the field. The author tries to identify particular aspects that define the classes of stochastic optimization models, specifying the level reached in certain directions of research and implementation of these models in order to identify possible directions of development of these specific techniques.
Reference23 articles.
1. [1] Beale, E.M.L., On Minimizing a Convex Function Subject to Linear Inequalities, Journal of the Royal Statistical Society. Series B, vol 17 (2), pp.173-184, 1955.10.1111/j.2517-6161.1955.tb00191.x
2. [2] Bereanu, B., On Stochastic Linear Programming. Distributions Problems, Stochastic Technology Matrix, Z. Wahrscheinlichkeitstheorie Verw. Gebiete, 8, pp.148-152, 1967.10.1007/BF00536917
3. [3] Bereanu, B., The Continuity of the Optimumin Parametric Programming and Applications to Stochastic Programming, J. of Opt. Theory and its Applications 18, pp.319-333, 1976.10.1007/BF00933815
4. [4] Bereanu, B., The Distribution Problem in Stochastic Linear Programming. The Cartesian Integration Method, Reprint No. 7103, Center of Mathematical Statistics of the Academy of the Socialist Republic of Romania, Bucharest, pp.71-103, 1971.
5. [5] Bereanu, B., Some Numerical Methods in Stochastic Linear Programming under Risk and Uncertainty, Stoch. Programming (M.A.H. Dempster, ed), Academic Press, London, pp.196-205, 1980.