Article ID: | iaor1998444 |
Country: | Netherlands |
Volume: | 75 |
Issue: | 2 |
Start Page Number: | 221 |
End Page Number: | 240 |
Publication Date: | Nov 1996 |
Journal: | Mathematical Programming |
Authors: | Mayer Jnos, Kall Peter |
Keywords: | programming: linear, probability |
In this paper stochastic linear programming (SLP) is considered from the model management point of view. General model management issues specific to SLP are discussed in connection with their implementation in SLP-IOR. The central topic of the paper is SLP-IOR itself which is a model management system for SLP being under development by the authors. The presentation is concentrated on single and two stage models, these being the model classes incorporated into the present version of SLP-IOR.