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Ding et al., 2019 - Google Patents
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Ding et al., 2019 - Google Patents

A python package for multi-stage stochastic programming

Ding et al., 2019

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Document ID
16632432776405323823
Author
Ding L
Ahmed S
Shapiro A
Publication year
Publication venue
Optimization online

External Links

Snippet

This paper presents a Python package to solve multi-stage stochastic linear programs (MSLP) and multi-stage stochastic integer programs (MSIP). Algorithms based on an extensive formulation and Stochastic Dual Dynamic (Integer) Programming (SDDP/SDDiP) …
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    • G06Q10/00—Administration; Management
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    • G06Q10/00—Administration; Management
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