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Talk:Stochastic programming

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This is an old revision of this page, as edited by Lannez~enwiki (talk | contribs) at 11:06, 11 April 2007. 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.

>> 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, ...)

In fact Monte-Carlo, Simulated Annealing, Genetic Algorithm, ... are _stochastic_algorithms_ . A mathematical program is a model which leads to a solution by the use of an algorithm. So speaking, "stochastic programming" is a stochastic model which us used to feed an algorithm.

Let's define : "Stochastic Algorithms" \\ "Stochastic Programming" \\ Lannez 11:03, 11 April 2007 (UTC)[reply]

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