Article ID: | iaor20023015 |
Country: | Netherlands |
Volume: | 104 |
Issue: | 1 |
Start Page Number: | 49 |
End Page Number: | 66 |
Publication Date: | Apr 2001 |
Journal: | Annals of Operations Research |
Authors: | Entriken Robert |
Keywords: | programming: probabilistic |
This paper introduces two tokens of syntax for algebraic modeling langauges that are sufficient to model a wide variety of stochastic optimization problems. The tokens are used to declare random parameters and to define a precedence relationship between different random events. It is necessary to make a number of assumptions in order to use this syntax, and it is through these assumptions, which cover the areas of model structure, time, replication, and stages, that we can attain a deeper understanding of this class of problem.