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Stochastic linear programming: Models, Theory, and Computation
Stochastic linear programming: Models, Theory, and Computation
Date: 15 April 2011, 01:44

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The beginning of stochastic programming, and in particular stochastic linear programming (SLP), dates back to the 50's and early 60's of the last century. Pioneers w h e a t that time-contributed to the field, either by identifying SLP problems in particular applications, or by formulating various model types and solution approaches for dealing adequately with linear programs containing random variables in their right-hand-side.

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