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| Author: | Messina, E. Mitra, G. |
| Title: | Modelling and analysis of multistage stochastic programming problems: a software environment |
| Journal: | European Journal of Operational Research
1997 : SEP 1, VOL. 101:2, p. 343-359 |
| Index terms: | MODELS STOCHASTIC PROGRAMMING SOFTWARE |
| Language: | eng |
| Abstract: | In many decision problems, time and uncertainty play important roles and stochastic programming models are well suited for capturing both these aspects. In this paper the authors focus attention on the difficulties which arise in developing multi-period stochastic models and the authors outline those challenging aspects where the use of classical modelling techniques for deterministic problems prove to be inadequate. |
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