Decision Programming: A Stochastic Optimization Framework for Multi-Stage Decision Problems

Go to Project Site
current
Γ-opt
Γ-opt
Group of Applied Mathematical Modelling and Optimisation

Group of Applied Mathematical Modeling and Optimization

Publications

A decomposition strategy for decision problems with endogenous uncertainty using mixed-integer programming
Despite methodological advances for modeling decision problems under uncertainty, faithfully representing endogenous uncertainty still …
Project DOI
Decision programming for mixed-integer multi-stage optimization under uncertainty
Influence diagrams are widely employed to represent multi-stage decision problems in which each decision is a choice from a discrete …
Cite Project DOI
Decision programming for mixed-integer multi-stage optimization under uncertainty