Template-type: ReDIF-Paper 1.0
Author-Name: Rafael Caballero
Author-Workplace-Name: Department of Applied Economics (Mathematics), University of Málaga, Spain.
Author-Name: Emilio Cerdá
Author-Person: pce46
Author-Workplace-Name: Departamento de Análisis Económico y Economía Cuantitativa. Universidad 
	Complutense de Madrid.
Author-Workplace-Homepage: https://www.ucm.es/fundamentos-analisis-economico2
Author-Name:  María del Mar Muñoz
Author-Workplace-Name: Department of Applied Economics (Mathematics), University of Málaga, Spain.
Author-Name:  Lourdes Rey 
Author-Workplace-Name: Department of Applied Economics (Mathematics), University of Málaga, Spain.
Title: Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems
Abstract: The aim of this study is to analyse the resolution of Stochastic Programming Problems in which 
	the objective function 	depends on parameters which are continuous random variables with a known 
	distribution probability. In the literature on 	these questions different solution concepts have 
	been defined for problems of these characteristics. These concepts are obtained by applying a 
	transformation criterion to the stochastic objective which contains a statistical feature of 
	the objective, implying that for the same stochastic problem there are different optimal solutions 
	available which, in principle, are not comparable. Our study analyses and establishes some relations 
	between these solution concepts.
Keywords: Stochastic Programming, Optimal solution concepts.
Length: pages 27
Creation-Date:2002 
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doicae0218.txt
File-URL: https://eprints.ucm.es/id/eprint/7677/1/0218.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doicae:0218