Talk:Stochastic programming
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[edit] Description
I do not agree with this description of stochastic programming. What is decribed here is rather "randomized methods", or simulation-type methods with stochastic elements. Stochastic programming is an area in optimization, or ,more specifically, in mathematical programming.
In fact Monte-Carlo, Simulated Annealing, Genetic Algorithm, ... are _stochastic_algorithms_ but not always used for "stochastic programming". A mathematical program is a model which leads to a solution by the use of an algorithm. So speaking, "stochastic programming" is a stochastic model which is used to feed an algorithm.
Let's define :
"Stochastic Algorithms"
"Stochastic Programming"
Lannez 11:03, 11 April 2007 (UTC)
