On stages and consistency checks in stochastic programming

作     者：Gassmann, HI Prékopa, A 

作者机构：Dalhousie Univ Sch Business Adm Halifax NS B3H 3J5 Canada Rutgers State Univ RUTCOR Piscataway NJ 08854 USA 

出 版 物：《OPERATIONS RESEARCH LETTERS》 (运筹学快报)

年 卷 期：2005年第33卷第2期

页      面：171-175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] 

基　　金：National Science and Engineering Research Council of Canada 

主　　题：stochastic programming dynamic models modelling algebraic modelling languages 

摘      要：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 for automatic consistency checks. (C) 2004 Elsevier B.V. All rights reserved.