On stages and consistency checks in stochastic programming

DOI10.1016/j.orl.2004.04.013zbMath1099.90035OpenAlexW1969372120MaRDI QIDQ2488220

Horand I. Gassmann, Prékopa, András

Publication date: 25 August 2005

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2004.04.013

zbMATH Keywords

ModellingStochastic programmingDynamic modelsAlgebraic modelling languages

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• MSLiP
• AMPL
• SMPS reader

Cites Work

• MSLiP: A computer code for the multistage stochastic linear programming problem
• Chance-Constrained Programming
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Introduction to Stochastic Programming
• Language constructs for modeling stochastic linear programs
• A comprehensive input format for stochastic linear programs
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