Extending algebraic modelling languages for stochastic programming

INFORMS Journal on Computing

Volumn 21, Issue 1, 2009, Pages 107-122

  Valente, Christian ^a,b   Mitra, Gautam ^a,b   Sadki, Mustapha ^c   Fourer, Robert ^d  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b OptiRisk R and D House   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d Northwestern University   (United States)

Author keywords

Algebraic modelling language; Decomposition methods; Multistage recourse problem; Scenario tree; SMPS; Stochastic programming; Two stage recourse problem

Indexed keywords

EID: 67649983383     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1080.0282     Document Type: Article

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