Extending Algebraic Modelling Languages for Stochastic Programming
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Publication:2901052
DOI10.1287/ijoc.1080.0282zbMath1243.90011OpenAlexW2156127208MaRDI QIDQ2901052
Christian Valente, Mustapha Sadki, Robert Fourer, Gautam Mitra
Publication date: 28 July 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/767
stochastic programmingdecomposition methodsscenario treealgebraic modellingmultistage recourse problemtwo-stage recourse problem
Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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