Stochastic programming from modeling languages

MaRDI QIDQ3372254zbMATH OpenFDO

Authors Emmanuel Fragnière, Jacek Gondzio

Publication date 20 February 2006

zbMATH Keywords

algebraic modeling languagesstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(8)

• Modelling support for stochastic programs
• Modelling and analysis of multistage stochastic programming problems: A software environment
• Models and model value in stochastic programming
• On the formulation of stochastic linear programs using algebraic modelling languages
• Extending algebraic modelling languages for stochastic programming
• scientific article; zbMATH DE number 5007551 (Why is no real title available?)
• SISP: Simplified interface for stochastic programming
• Automatic formulation of stochastic programs via an algebraic modeling language

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