Extending Algebraic Modelling Languages for Stochastic Programming
نویسندگان
چکیده
منابع مشابه
Extending Algebraic Modelling Languages for Stochastic Programming
The algebraic modelling languages (AML) have gained wide acceptance and use in Mathematical Programming by researchers and practitioners. At a basic level, stochastic programming models can be defined using these languages by constructing their deterministic equivalent. Unfortunately, this leads to very large model data instances. We propose a direct approach in which the random values of the m...
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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2009
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.1080.0282