Talk:Stochastic programming

Systems: Operations research Mid‑importance

	Systems science portal This article is within the scope of WikiProject Systems, which collaborates on articles related to systems and systems science.SystemsWikipedia:WikiProject SystemsTemplate:WikiProject SystemsSystems
Mid	This article has been rated as Mid-importance on the project's importance scale.
	This article is within the field of Operations research.

Description

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]

Title?

Maybe this page (which is currently just a stub) should instead be titled Stochastic dynamic programming, and should refer to dynamic programming methods applied to problems that also involve random shocks? --Rinconsoleao (talk) 10:02, 20 May 2009 (UTC)[reply]