Extending Algebraic Modelling Languages for Stochastic Programming.

Christian Valente Gautam Mitra Mustapha Sadki Robert Fourer

Published in: INFORMS J. Comput. (2009)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
decision making under uncertainty
capacity planning
asset liability management
robust optimization
risk averse
multistage stochastic
power generation
feature selection
linear programming