Abstract
This chapter considers the basic properties and theory of stochastic programming. As throughout this book, the emphasis is on results that have direct application in the solution of stochastic programs. Proofs are included for those results we consider most central to the overall development.
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© 2011 Springer Science+Business Media, LLC
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Birge, J.R., Louveaux, F. (2011). Basic Properties and Theory. In: Introduction to Stochastic Programming. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0237-4_3
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DOI: https://doi.org/10.1007/978-1-4614-0237-4_3
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-0236-7
Online ISBN: 978-1-4614-0237-4
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