I am searching for material about stochastic modelling in LP models. I know Jeff Kantor got some examples it how to implement. But I am looking more on "price" rather than on the "demand" as Jeff illustrated in http://www.nd.edu/~jeff/Teaching/ESTM60203/GMPL_Examples/BusinessPlanning.mod
http://estm60203.blogspot.com/ Then, I encountered this site http://www.maths.ed.ac.uk/~mcolombo/research/ http://www.maths.ed.ac.uk/~mcolombo/research/spxi.pdf Has anybody use SMPS interface for GLPK? The diagram in the pdf illustrates how stochastic event tree is translated in the deterministic LP model. I am particularly interested on how to implelemt this Stochastic Linear Programs using MatProg. Noli _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
