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A structure-conveying modelling language for mathematical and stochastic programming.
Marco Colombo
Andreas Grothey
Jonathan D. Hogg
Kristian Woodsend
Jacek Gondzio
Published in:
Math. Program. Comput. (2009)
Keyphrases
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stochastic programming
modelling language
multistage
linear program
asset liability management
decision making
dynamic programming
chance constrained
machine learning
learning systems
semidefinite programming
robust optimization