Automatic formulation of stochastic programs via an algebraic modeling language
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Publication:871689
DOI10.1007/S10287-006-0022-ZzbMATH Open1140.90035OpenAlexW2156190982MaRDI QIDQ871689FDOQ871689
Jean-Philippe Vial, Christian van Delft, J. Thénié
Publication date: 20 March 2007
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:111366
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Cites Work
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Cited In (7)
- PySP: modeling and solving stochastic programs in Python
- Staffing a call center with uncertain non-stationary arrival rate and flexibility
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
- DET2STO
- Step decision rules for multistage stochastic programming: a heuristic approach
- On the formulation of stochastic linear programs using algebraic modelling languages
- Relating single-scenario facets to the convex hull of the extensive form of a stochastic single-node flow polytope
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