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On stages and consistency checks in stochastic programming |
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| Authors: | HI Gassmann András Prékopa |
| Institution: | a School of Business Administration, Dalhousie University, Halifax, Canada, B3H 3J5 b RUTCOR - Rutgers Center for Operations Research, Rutgers University, Piscataway, NJ 08854-8003, USA |
| Abstract: | This paper gives a rigorous definition of a stage, usable for dynamic stochastic programs with both recourse and probabilistic constraints. Algebraic modelling languages can make use of this definition for automatic consistency checks. |
| Keywords: | Stochastic programming Dynamic models Modelling Algebraic modelling languages |
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