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Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language

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  • J. Thénié
  • Ch. Delft
  • J. Vial

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Suggested Citation

  • J. Thénié & Ch. Delft & J. Vial, 2007. "Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language," Computational Management Science, Springer, vol. 4(1), pages 17-40, January.
    • Handle: RePEc:spr:comgts:v:4:y:2007:i:1:p:17-40
    DOI: 10.1007/s10287-006-0022-z
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    References listed on IDEAS

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    1. H.I. Gassmann & E. Schweitzer, 2001. "A Comprehensive Input Format for Stochastic Linear Programs," Annals of Operations Research, Springer, vol. 104(1), pages 89-125, April.
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    Cited by:

    1. Frédéric Babonneau & Alain Haurie & Guillaume Jean Tarel & Julien Thénié, 2012. "Assessing the Future of Renewable and Smart Grid Technologies in Regional Energy Systems," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(II), pages 229-273, June.
    2. Eduardo Faria & Stein-Erik Fleten, 2011. "Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account," Computational Management Science, Springer, vol. 8(1), pages 75-101, April.
    3. BRECHET, Thierry & THENIE, Julien & ZEIMES, Thibaut & ZUBER, Stéphane, 2010. "The benefits of cooperation under uncertainty: the case of climate change," LIDAM Discussion Papers CORE 2010062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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