484 Subject Index
aversion, 18, 66, 67
downside, 67
preference, 379
risk-neutral measure, 430
risk-sensitive, 93
riskfree rate, 380
robust, 84, 86, 92, 358
optimization, 86
risk-measure, 86
route, 148
s-neighbors, 294
SAA, see sample average
approximation
salvage value, 31, 440
sample average approximation, 390,
392, 409, 414, 431
sample information, 407
sampling measure, 385
scaling
affine, 227
projective, 227, 230, 233, 235, 236
scenario, 21, 22, 56, 67, 130, 152, 163,
172
generation, 266, 426
reduction, 266, 427, 437, 438
reference, 172, 177
Schur complement, 233, 246
second moment, see moment
second-stage, 8, 10, 58, 104
integer, 18
value function, 60
self-dual, 235
semi-definite program, 360, 362
separability, see separable
separable, 99, 140, 239, 242, 247, 248,
251, 297, 343, 350, 356, 366,
367, 441
block, 20, 153, 154, 156, 332
function, 114
time, 92, 275
sequential sampling, 393, 411, 413, 414
serial independence, 427
shadow price, 96
sharp minimum, 411
Sherman-Morrison-Woodburyformula,235
short-selling, 429, 430
shortage, 22, 141, 319
sifting, 222
simple integer recourse, see recourse
simple recourse, see recourse
simplex, 350, 368
simplex algorithm, 94
simplicial decomposition, see
decomposition
simplicial region, 349
SIP, see stochastic-program-integer
skewness, 429
slack variable, 94, 95
Slater condition, 99, 157
solution, 94
basic, 94
feasible, 94
optimal, 94
SOS, see special-ordered set
sparse grid, 414
special-ordered set, 335
SPEV, see sum of pairs expected values
sports, 49, 53
SQG, see stochastic-quasi-gradient
SQM, see stochastic-queue median
SSM, see sequential sampling
stability, 118
staffing, 49, 52
stage, 57, 65, 90, 150
state, 90, 91, 151
of the world, 56
prices, 430
variables, 27
static, 28
statistical decision theory, 87
Steiner tree, 263
stochastic
control, 87, 91
decomposition, 389, 395, 397
, 398
dominance, 379
independence, 350
program
extensive form, 8, 11, 68, 139,
182, 265
implicit representation, 11, 68