Article ID Journal Published Year Pages File Type
10524054 Operations Research Letters 2005 5 Pages PDF
Abstract
This paper gives a rigorous definition of a stage, usable for dynamic stochastic programs with both recourse and probabilistic constraints. Algebraic modelling languages can make use of this definition for automatic consistency checks.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Preview
On stages and consistency checks in stochastic programming
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