On the formulation of stochastic linear programs using algebraic modelling languages

DOI10.1007/BF02187642zbMath0854.90109MaRDI QIDQ1918423

Horand I. Gassmann, A. M. Ireland

Publication date: 19 January 1997

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic linear programs; algebraic modelling languages

Mathematics Subject Classification ID

90C15: Stochastic programming

Related Items

Automatic formulation of stochastic programs via an algebraic modeling language, Modelling and analysis of multistage stochastic programming problems: A software environment, SLP-IOR: An interactive model management system for stochastic linear programs, A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains

Uses Software

• EMP
• MSLiP
• SLP-IOR
• LPFORM
• AMPL
• LINDO
• AIMMS
• GAMS
• MODLER

Cites Work

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