On stochastic dynamic programming for solving large-scale planning problems under uncertainty
From MaRDI portal
Recommendations
- Contingent planning under uncertainty via stochastic satisfiability
- On the undecidability of probabilistic planning and related stochastic optimization problems
- scientific article; zbMATH DE number 764404
- Publication:3211112
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- On dynamic programming for sequential decision problems under a general form of uncertainty
- scientific article; zbMATH DE number 3956823
Cites work
- scientific article; zbMATH DE number 5007553 (Why is no real title available?)
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
- scientific article; zbMATH DE number 3568353 (Why is no real title available?)
- scientific article; zbMATH DE number 1233792 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 1006369 (Why is no real title available?)
- A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- A time indexed formulation of non-preemptive single machine scheduling problems
- Applications of Stochastic Programming
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
- Dynamic version of the economic lot size model
- Introduction to Stochastic Programming
- MIP modelling of changeovers in production planning and scheduling problems
- Modelling practical lot-sizing problems as mixed-integer programs
- Models for Design and Control of Stochastic, Multi-Item Batch Production Systems
- Multi-stage stochastic optimization applied to energy planning
- Neural network and regression spline value function approximations for stochastic dynamic programming
- On modelling planning under uncertainty in manufacturing
- On practical resource allocation for production planning and scheduling with period overlapping setups
- On the capacitated lot-sizing and continuous 0-1 knapsack polyhedra
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Schumann, a modeling framework for supply chain management under uncertainty
- Solving Multi-Item Lot-Sizing Problems Using Strong Cutting Planes
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Stochastic optimization: Algorithms and applications. Conference, Univ. of Florida, Tallahassee, FL, USA, February 20--22, 2000
Cited in
(21)- Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty
- Stochastic dynamic programming applied to hydrothermal power systems operation planning based on the convex hull algorithm
- Multistage stochastic demand-side management for price-making major consumers of electricity in a co-optimized energy and reserve market
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem
- Stochastic lot sizing problem with nervousness considerations
- Parallel computing applied to the stochastic dynamic programming for long term operation planning of hydrothermal power systems
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- On dynamic programming for sequential decision problems under a general form of uncertainty
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- scientific article; zbMATH DE number 5547912 (Why is no real title available?)
- Approaches to multistage one-shot decision making
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
This page was built for publication: On stochastic dynamic programming for solving large-scale planning problems under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1010297)