Abstract. We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version the uncertainty is...
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...