haku: @author Mitra, G. / yhteensä: 3
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Tekijä:Messina, E.
Mitra, G.
Otsikko:Modelling and analysis of multistage stochastic programming problems: a software environment
Lehti:European Journal of Operational Research
1997 : SEP 1, VOL. 101:2, p. 343-359
Asiasana:MODELS
STOCHASTIC PROGRAMMING
SOFTWARE
Kieli:eng
Tiivistelmä: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.
SCIMA tietueen numero: 171377
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