StAMPL : a filtration-oriented modeling tool for multistage stochastic recourse problems
Year of publication: |
2009
|
---|---|
Authors: | Fourer, Robert ; Lopes, Leo |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 21.2009, 2, p. 242-256
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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