| Article ID: | iaor1996324 |
| Country: | Switzerland |
| Volume: | 59 |
| Issue: | 1 |
| Start Page Number: | 45 |
| End Page Number: | 75 |
| Publication Date: | Sep 1995 |
| Journal: | Annals of Operations Research |
| Authors: | Ireland A.M., Gassmann H.I. |
| Keywords: | modelling language |
Algebraic modelling languages have simplified management of many types of large linear programs but have not specifically supported stochastic modelling. This paper considers modelling language support for multistage stochastic linear recourse problems with finite distributions. The authors describe basic language requirements for formulation of finite event trees in algebraic modelling languages and show representative problems in AMPL using three commonly used scenario types.