Introduction to Stochastic Programming

users.iems.northwestern.edu

Introduction to Stochastic Programming John R. Birge Northwestern University CUSTOM Conference, December 2001 2 Outline •Overview •Examples • Vehicle Allocation • Financial planning • Manufacturing • Methods • View ahead. 2 CUSTOM Conference, December 2001 3 Overview • Stochastic optimization

  Introduction, Programming, Stochastic, Introduction to stochastic programming