MIDAS: a mixed integer dynamic approximation scheme
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Publication:2188240
DOI10.1007/S10107-019-01368-1zbMATH Open1467.90027OpenAlexW2728535295MaRDI QIDQ2188240FDOQ2188240
A. B. Philpott, F. Wahid, J. Frédéric Bonnans
Publication date: 10 June 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01401950/file/MIDAS.pdf
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Cites Work
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- Multi-stage stochastic optimization applied to energy planning
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- Long- and Medium-term Operations Planning and Stochastic Modelling in Hydro-dominated Power Systems Based on Stochastic Dual Dynamic Programming
- Dynamic programming and optimal control. Vol. 1.
- The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
- Analysis of stochastic dual dynamic programming method
- Approximate Dynamic Programming
- On complexity of multistage stochastic programs
- Energy contracts management by stochastic programming techniques
- Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
- Stochastic dual dynamic programming applied to nonconvex hydrothermal models
- Stochastic dual dynamic integer programming
- Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
Cited In (9)
- Duality and sensitivity analysis of multistage linear stochastic programs
- Stochastic Lipschitz dynamic programming
- Complexity of stochastic dual dynamic programming
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Stochastic dual dynamic integer programming
- Optimal crashing of an activity network with disruptions
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems
- Title not available (Why is that?)
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