SETSTOCH: A Tool for Multistage Stochastic Programming with Recourse
نویسنده
چکیده
SETSTOCH is a tool for linking Algebraic Modeling Languages (AMLs) with Specialized Stochastic Programming Solvers (SSPSs). Its main role is to retrieve from the AML a dynamically ordered core model (baseline scenario) that is then sent automatically to the SSPS. The user is then able to take full advantage of speci c SSPS features. The current implementation of SETSTOCH enables to access the SP/OSL subroutines via the GAMS modeling language. An example of energy planning is presented.
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