Modelling support for stochastic programs

作     者：Gassmann, HI 

作者机构：Dalhousie Univ Sch Business Adm Halifax NS B3H 1Z5 Canada 

出 版 物：《ANNALS OF OPERATIONS RESEARCH》 (运筹学纪事)

年 卷 期：1998年第82卷第s期

页      面：107-137页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：decision-making under uncertainty and risk stochastic programming model management systems algebraic modelling languages and other model development environments standardized problem input report generation visualization test problems 

摘      要：In many decision problems, some of the factors considered are subject to significant uncertainty, randomness, or statistical fluctuations: these circumstances motivate the study of stochastic models. The paper is intended to provide an overview of modelling tools available for the development, analysis, solution and maintenance of stochastic programs. A brief introduction to some important model forms is followed by a review of suitable modelling and computational environments, including algebraic modelling languages. Aspects of problem description, solution methodology, report generation, and visual problem representation, as well as certain auxiliary tools and diagnostics are discussed. An extensive list of references is provided, to give further pointers into a challenging field of great practical importance.