Article ID: | iaor1998442 |
Country: | Netherlands |
Volume: | 75 |
Issue: | 2 |
Start Page Number: | 115 |
End Page Number: | 135 |
Publication Date: | Nov 1996 |
Journal: | Mathematical Programming |
Authors: | Wets Roger J.-B. |
Keywords: | probability |
Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the field of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision making under uncertainty.