Create an algorithm for a stochastic optimization model
$30-250 AUD
In Progress
Posted over 3 years ago
$30-250 AUD
Paid on delivery
I have a requirement to solve an optimization model for minimising costs in an environment with a stochastic variable for an academic purpose. The deterministic version of the model is already built. I need to modify the model with the inclusion of a stochastic variable and create an algorithm to solve the model in a multi-period setting.