Automatic formulation of stochastic programs via an algebraic modeling language
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Cites work
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- A Structure-Exploiting Tool in Algebraic Modeling Languages
- A comprehensive input format for stochastic linear programs
- A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
- Building and solving large-scale stochastic programs on an affordable distributed computing system
- Generating scenario trees for multistage decision problems
- Introduction to Stochastic Programming
- Modeling \& solving stochastic programming problems in supply chain management using Xpress-SP
- On the formulation of stochastic linear programs using algebraic modelling languages
- Programming Perl. Translated from the English original by Peter Klicman
- SISP: Simplified interface for stochastic programming
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
Cited in
(7)- Step decision rules for multistage stochastic programming: a heuristic approach
- On the formulation of stochastic linear programs using algebraic modelling languages
- Staffing a call center with uncertain non-stationary arrival rate and flexibility
- PySP: modeling and solving stochastic programs in Python
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- Relating single-scenario facets to the convex hull of the extensive form of a stochastic single-node flow polytope
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