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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 11:07, 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.

In fact Monte-Carlo, Simulated Annealing, Genetic Algorithm, ... are _stochastic_algorithms_ but not always used for "stochastic programming". 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 is used to feed an algorithm.

Let's define :

"Stochastic Algorithms"

"Stochastic Programming"

Lannez 11:03, 11 April 2007 (UTC)[reply]