On stages and consistency checks in stochastic programming

被引：4

作者：

Gassmann, HI ^{[1
]}

Prékopa, A

机构：

[1] Dalhousie Univ, Sch Business Adm, Halifax, NS B3H 3J5, Canada

[2] Rutgers State Univ, RUTCOR, Piscataway, NJ 08854 USA

来源：

OPERATIONS RESEARCH LETTERS | 2005年 / 33卷 / 02期

关键词：

stochastic programming; dynamic models; modelling; algebraic modelling languages;

D O I：

10.1016/j.orl.2004.04.013

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 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. (C) 2004 Elsevier B.V. All rights reserved.

引用

页码：171 / 175

页数：5

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