Two-stage stochastic programs: integer variables, dominance relations and PDE constraints
The paper reviews different branches of stochastic programming from a unified point-of view. The review covers stochastic integer programming, optimization with stochastic dominance constraints, and PDE constrained stochastic optimization. The efficiency of the stochastic programming algorithms in the following applied problems is discussed: maintaining reliable and cost efficient supply of the electrical power by a dispersed generation system and stochastic shape optimization.
scientific article; zbMATH DE number 6143090