9. Stochastic Optimization - Single Stage Problems

In this chapter, there is a number of examples with companion Pyomo implementation that explore various modeling and implementation aspects of stochastic optimization:

• Markowitz portfolio with chance constraints

• Optimal management of a pop-up shop

• Stock optimization for seafood distribution center

• Economic dispatch in energy systems using chance constraints

Go to the next chapter about two-stage (robust and stochastic) optimization.