@article{vandelft:hal-00471409, TITLE = {{A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains}}, AUTHOR = {van Delft, Christian and Vial, Jean-Philippe}, URL = {https://hec.hal.science/hal-00471409}, JOURNAL = {{Automatica}}, PUBLISHER = {{Elsevier}}, VOLUME = {Vol.40,n{\textdegree}5}, PAGES = {743-756}, YEAR = {2004}, MONTH = May, DOI = {10.1016/j.automatica.2003.12.008}, KEYWORDS = {Linear stochastic programming ; Algebraic modeling language ; Sequential decision-making problem ; Event tree}, HAL_ID = {hal-00471409}, HAL_VERSION = {v1}, }