A multi-stage stochastic optimization model of a pastoral dairy farm

DOI10.1016/J.EJOR.2018.10.033zbMath1430.90574OpenAlexW2898175428WikidataQ129047688 ScholiaQ129047688MaRDI QIDQ1755408

Andrew J. Mason, Oscar Dowson, Anthony Downward, Andy B. Philpott

Publication date: 9 January 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2018.10.033

zbMATH Keywords

stochastic programmingOR in agriculturemulti-stagedairystochastic dual dynamic program

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39)

Related Items (6)

Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution ⋮ Parallel and distributed computing for stochastic dual dynamic programming ⋮ Constructing branching trees of geostatistical simulations ⋮ The policy graph decomposition of multistage stochastic programming problems ⋮ A decomposition algorithm for multi-item production planning with independent random demand ⋮ POWDer

Uses Software

• Gurobi
• Julia
• SDDP

Cites Work

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• Multi-stage stochastic optimization applied to energy planning
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Julia: A Fresh Approach to Numerical Computing
• Approximate Dynamic Programming
• Computing in Operations Research Using Julia
• Lectures on Stochastic Programming
• Advances and Trends in Optimization with Engineering Applications

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