The primary features in the LINGO language used for building a stochastic programming model can be partitioned into the following three categories, corresponding to steps 2-4 of the Setting up SP Models section above:

Each of the categories are discussed in the following three sections, which are primarily intended for reference use.  The reader may wish to jump directly to the first SP modeling example, Gas Buying Example, in order to see LINGO's SP modeling features used in the context of  an actual model.

There are additional SP language constructs available for use in calc sections for model's that exploit LINGO's programming capability.  These features are discussed in Chapter 13, Programming LINGO.