StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems

DOI10.1287/IJOC.1080.0289zbMATH Open1243.90003OpenAlexW2156274934MaRDI QIDQ2901063FDOQ2901063

Authors: Robert Fourer, Leo Lopes 

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1080.0289

Recommendations

• Approaches to the filtering problem for stochastic multistage inclusions
• Modelling and analysis of multistage stochastic programming problems: A software environment
• scientific article
• Modeling support for multistage recourse problems
• Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling
• A simulation-based approach to two-stage stochastic programming with recourse
• Multistage stochastic programs with block-separable recourse
• Multistage stochastic programming problems; stability and approximation
• scientific article; zbMATH DE number 958363

zbMATH Keywords

information systems\texttt{StAMPL}computers systemdesign operation

Mathematics Subject Classification ID

Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cited In (4)

• PySP: modeling and solving stochastic programs in Python
• StAMPL
• A structure-conveying modelling language for mathematical and stochastic programming
• Automatic formulation of stochastic programs via an algebraic modeling language

Uses Software

• MSLiP
• SLP-IOR
• LPFORM
• AMPL
• AIMMS
• SLPTESTSET
• FortSP
• NEOS

This page was built for publication: StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901063)