2 stage stochastic problems

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1

Hello everyone,

I am currently learning to code 2 stage stochastic problems in the AMPL programming language. Does anyone have a sample file for these types of problems in this program? It would greatly help me learn from it.

Thank you.

2

Exercise 4-5 in the AMPL book describes how to formulate a two-stage stochastic program with recourse. It is easy to work through, and when you are done you will have a good appreciation for how such problems are written in AMPL.

3

Hi @Meysam,

You can also check the examples with the Python API available at MO-BOOK.
In particular, chapter 10 is dedicated to Two-Stage Stochastic Problems.