480 Subject Index
Edmundson-Madansky bound, see
inequality
EF, see stochastic-program-extensiveform
effective domain, 98, 158
electric power, see power
emergency, 52, 69, 72, 155
empirical, 132, 389, 407, 408
measure, 385
end effects, 31, 270, 423
energy, 30, 49, 51, 170, 275
entering variable, 94
environment, 275
EPEV, see expectation-of pairs expected
value
epi-convergence, 382
epigraph, 98, 240, 322, 382
equivalent martingale measure, 380, 430
essentially bounded, 119
event, 10, 33, 56, 58–60, 64, 66, 69, 70,
104, 105, 300, 361, 418, 426,
432
EVPI, see expected-value of perfect
information
exhaustible resources, 170
expectation, 10, 57
conditional, 343, 367, 419, 424
of pairs expected value, 174
expected
shortage, 141, 146
surplus, 141, 146
value of perfect information, 9,
163, 429
value of sample information, 407
value problem, 165
value solution, 9, 24, 165
extensive form, see stochastic program
extremal measure, 373
extreme
direction, 378, 379
point, 94, 182, 222, 226, 237, 238,
240, 241, 337, 347–351, 353,
354, 364–366, 372, 373, 377,
379, 418, 420–422
ray, 237, 238, 241, 242
solution, 240
face value, 380
factorization, 208, 229
basis, see basis
QR, 208
failure rate, 127
Farkas lemma, 97
feasibility
set, 105, 109, 111, 138, 139, 152,
158, 196, 291, 308, 326, 331,
390, 430
second-stage, 138, 210
feasibility cut, see cut
feasible region, 91, 97–99, 103, 115,
156, 157, 241, 269, 414, 415
Fenchel duality, 158
filtration, 160
finance, 20, 84, 91, 244, 284, 358, 380,
429
financial crisis of 2007-2010, 358
financial planning, 20, 21, 150, 151,
155, 429, 430, 432, 435
finite generation, 255
first-order stochastic dominance, 85
first-stage, 8, 10, 104
binary, 18
decision, 58
fleet assignment, 49, 245
forestry, 49, 51
Frank-Wolfe method, 247, 253, 263
free variable, 96
full decomposability, 218
G-differentiable, see differentiable
GATT, 219
generalized
network, 27, 245
programming, 238, 245, 247, 248,
356, 373
upper bound, 335
generalized moment, see moment
Gomory function, 136, 149, 327
Gr¨obner basis, 311
gradient, 98
GUB, see generalized-upper bound
Hamiltonian tour, 299