SCENARIO FORMULATION IN AN ALGEBRAIC MODELING LANGUAGE

被引：24

作者：

GASSMANN, HI ^{[1
]}

IRELAND, AM ^{[1
]}

机构：

[1] DALHOUSIE UNIV,SCH BUSINESS ADM,HALIFAX,NS B3H 1Z5,CANADA

来源：

ANNALS OF OPERATIONS RESEARCH | 1995年 / 59卷

关键词：

D O I：

10.1007/BF02031743

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：

Algebraic modelling languages have simplified management of many types of large linear programs but have not specifically supported stochastic modelling. This paper considers modelling language support for multistage stochastic linear recourse problems with finite distributions. We describe basic language requirements for formulation of finite event trees in algebraic modelling languages and show representative problems in AMPL using three commonly used scenario types.

引用

页码：45 / 75

页数：31

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