The recursive definition of stochastic linear programming problems within an algebraic modeling language

DOI10.1023/A:1013126632649MaRDI QIDQ5959310zbMATH OpenFDO

Authors C. S. Buchanan, K. I. M. McKinnon, G. K. Skondras

Publication date 26 March 2002

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1013126632649

zbMATH Keywords

stochastic programmingalgebraic modeling languages

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(5)

• A Structure Conveying Parallelizable Modeling Language for Mathematical Programming
• Language constructs for modeling stochastic linear programs
• On the formulation of stochastic linear programs using algebraic modelling languages
• Automatic formulation of stochastic programs via an algebraic modeling language
• A structure-conveying modelling language for mathematical and stochastic programming

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