Decision Optimization

Decision Optimization

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scenario tree - stochastic programming

  • 1.  scenario tree - stochastic programming

    Posted Tue June 07, 2011 08:23 AM

    Originally posted by: saileshReddy


    Hi,

    I have formulated my problem as two-stage stochastic MIP. For this, I need to construct a scenario tree and represent non-anticipativity constraints, to solve this problem, which I am finding it difficult.

    Can anybody share information on how to construct a scenario tree and solve this problem using CPLEX

    sailesh
    #DecisionOptimization
    #MathematicalProgramming-General


  • 2.  Re: scenario tree - stochastic programming

    Posted Thu June 09, 2011 10:33 AM

    Originally posted by: chintasunny


    Can you provide more details of your issue with a detailed example
    #DecisionOptimization
    #MathematicalProgramming-General


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