Create an algorithm for a stochastic optimization model

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.

Kemahiran: Algoritma, Matematik, Matlab and Mathematica, Statistik, Pengaturcaraan C++

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ID Projek: #28349860