Language constructs for modeling stochastic linear programs

被引:6
作者
Entriken, R [1 ]
机构
[1] Elect Power Res Inst, Palo Alto, CA 94304 USA
关键词
D O I
10.1023/A:1013182717628
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper introduces two tokens of syntax for algebraic modeling languages that are sufficient to model a wide variety of stochastic optimization problems. The tokens are used to declare random parameters and to define a precedence relationship between different random events. It is necessary to make a number of assumptions in order to use this syntax, and it is through these assumptions, which cover the areas of model structure, time, replication, and stages, that we can attain a deeper understanding of this class of problem.
引用
收藏
页码:49 / 66
页数:18
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