# Questions tagged [stochastic-programming]

Questions on stochastic programming, a method for modeling optimization problems that involve uncertainty.

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### Stochastic Portfolio Optimization with Recourse

I am given the following problem from a tutorial in my course: (Portfolio Optimization with Recourse). You have £10,000 to invest (without short selling) in a portfolio composed of eight leading ...
• 191
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### Nested form of a stochastic optimization problem

I'm working on an energy load scheduler. Basically, I'm trying to find an algorithm that turns on deferrable load (think of a dishwasher or a washing machine) when there is a surplus of solar energy. ...
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### if I have a random variable D, and a function G(x,D), then why when we define g(x) = E[G(x,D)] this holds: $g(x) = g(0) + \int_0^x g'(z) dz$

I'm reading the following tutorial on stochastic programming (https://www.stoprog.org/sites/default/files/SPTutorial/TutorialSP.pdf), and there is something I don't understand. There is a random ...
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