Article ID: | iaor1989263 |
Country: | Switzerland |
Volume: | 18 |
Start Page Number: | 17 |
End Page Number: | 23 |
Publication Date: | Feb 1989 |
Journal: | Annals of Operations Research |
Authors: | Rinnooy Kan Alexander H.G., Stougie Leen |
Keywords: | complexity |
In practical problem situations data are usually inherently unreliable. A mathematical representation of uncertainty leads to stochastic optimization problems. In this paper the complexity of stochastic combinatorial optimization problems is discussed. Surprisingly, certain stochastic versions of NP-hard deterministic combinatorial problems appear to be solvable in polynomial time.