4.6 Article

Bi-objective multistage stochastic linear programming

Related references

Note: Only part of the references are listed.
Article Computer Science, Interdisciplinary Applications

SDDP.j1: A Julia Package for Stochastic Dual Dynamic Programming

Oscar Dowson et al.

Summary: SDDP.j1 is an open-source library for solving multistage stochastic programming problems using the stochastic dual dynamic programming algorithm. It is built on JuMP, an algebraic modeling language in Julia, and provides a solver-agnostic, user-friendly interface. Leveraging unique features of Julia, such as multiple dispatch, it offers an extensible framework for practitioners to build on.

INFORMS JOURNAL ON COMPUTING (2021)

Article Computer Science, Hardware & Architecture

The policy graph decomposition of multistage stochastic programming problems

Oscar Dowson

NETWORKS (2020)

Article Operations Research & Management Science

Stochastic dual dynamic programming with stagewise-dependent objective uncertainty

Anthony Downward et al.

OPERATIONS RESEARCH LETTERS (2020)

Article Operations Research & Management Science

Partially observable multistage stochastic programming

Oscar Dowson et al.

OPERATIONS RESEARCH LETTERS (2020)

Article Computer Science, Interdisciplinary Applications

A multi-objective multi-stage stochastic model for project team formation under uncertainty in time requirements

Fahimeh Rahmanniyay et al.

COMPUTERS & INDUSTRIAL ENGINEERING (2019)

Article Green & Sustainable Science & Technology

An accelerated benders decomposition algorithm for a bi-objective green closed loop supply chain network design problem

Ehsan Mardan et al.

JOURNAL OF CLEANER PRODUCTION (2019)

Article Mathematics, Applied

JuMP: A Modeling Language for Mathematical Optimization

Iain Dunning et al.

SIAM REVIEW (2017)

Article Mathematics, Applied

Julia: A Fresh Approach to Numerical Computing

Jeff Bezanson et al.

SIAM REVIEW (2017)

Article Operations Research & Management Science

Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals

Georg Ch. Pflug et al.

MATHEMATICS OF OPERATIONS RESEARCH (2016)

Article Operations Research & Management Science

Stochastic multi-objective optimization: a survey on non-scalarizing methods

Walter J. Gutjahr et al.

ANNALS OF OPERATIONS RESEARCH (2016)

Article Management

A bi-objective column generation algorithm for the multi-commodity minimum cost flow problem

Siamak Moradi et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2015)

Article Operations Research & Management Science

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs

P. Girardeau et al.

MATHEMATICS OF OPERATIONS RESEARCH (2015)

Article Computer Science, Interdisciplinary Applications

A Criterion Space Search Algorithm for Biobjective Integer Programming: The Balanced Box Method

Natashia Boland et al.

INFORMS JOURNAL ON COMPUTING (2015)

Article Management

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Alexander Shapiro et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2013)

Article Computer Science, Interdisciplinary Applications

A bi-objective stochastic optimization model for reliable warehouse network redesign

Jafar Razmi et al.

MATHEMATICAL AND COMPUTER MODELLING (2013)

Article Management

On Solving Multistage Stochastic Programs with Coherent Risk Measures

Andy Philpott et al.

OPERATIONS RESEARCH (2013)

Article Management

Analysis of stochastic dual dynamic programming method

Alexander Shapiro

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2011)

Article Transportation Science & Technology

A bi-objective supply chain design problem with uncertainty

Y. Cardona-Valdes et al.

TRANSPORTATION RESEARCH PART C-EMERGING TECHNOLOGIES (2011)

Article Operations Research & Management Science

On the convergence of stochastic dual dynamic programming and related methods

A. B. Philpott et al.

OPERATIONS RESEARCH LETTERS (2008)