[Help-glpk] Stochastic Programming in GMPL/MathProg

[Noli Sicad]

I just like to share these materials to you.

StAMPL: A Filtration-Oriented Modeling Tool for
Stochastic Programming

http://users.iems.northwestern.edu/~4er/WRITINGS/StAMPL.pdf

http://economics.uchicago.edu/download/donour_workshop_05/AMPL.pdf

I am hoping that probably in the future, Andrew would like or have the
time to implement this as well in GNU Mathprog.

Free Stochastic Programming Textbook - 2nd Edition 2003
Kall and Wallace
http://home.himolde.no/~wallace/manujw.pdf

Thanks.

Noli