| Article ID: | iaor20052359 |
| Country: | Netherlands |
| Volume: | 33 |
| Issue: | 2 |
| Start Page Number: | 171 |
| End Page Number: | 175 |
| Publication Date: | Mar 2005 |
| Journal: | Operations Research Letters |
| Authors: | Prkopa Andrs, Gassmann H.I. |
| Keywords: | stochastic processes |
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 of automatic consistency checks.