Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

Control and modeling of a CELSS (Controlled Ecological Life Support System)

Research topics that arise from the conceptualization of control for closed life support systems which are life support systems in which all or most of the mass is recycled are discussed. Modeling and control of uncertain and poorly defined systems, resource allocation in closed life support systems, and control structures or systems with delay and closure are emphasized