Jump to content

Talk:Stochastic programming

Page contents not supported in other languages.
From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by 57.66.138.14 (talk) at 10:57, 11 April 2007 (definition of "stochastic programming" and "stochastic modelling"). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

I do not agree with this description of stochastic programming. What is decribed here is rather "randomized methods", or simulation-type methods with stochastic elements. Stochastic programming is an area in optimization, or ,more specifically, in mathematical programming.

57.66.138.14 10:57, 11 April 2007 (UTC)[reply]

>> Stochastic programming is a framework for modeling optimization problems that involve uncertainty. Stochastic programming is in effect randomized-algortithm, and is used to solve hard determinist problem as well as stochastic models. This article makes confusion between "stochastic programming" (which I reperat can be used to solve problems with and without uncertainty) and "stochastic modelling" (which is used to modelize problems with uncertainty). I want to point out that "stochastic models" are often solved by the use of deterministic programs (Linear Programs, Integer Programs, ...)

57.66.138.14 10:57, 11 April 2007 (UTC)[reply]