a School of Business Administration, Dalhousie University, Halifax, Canada, B3H 3J5 b RUTCOR - Rutgers Center for Operations Research, Rutgers University, Piscataway, NJ 08854-8003, USA
Abstract:
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.