# Questions tagged [multi-stage]

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### How can I write the output stream of SDDP.jl into an excel file?

I am using SDDP.jl for my research project in which I am developing a state-of-the-art actor critic algorithm which I am going to benchmark with SDDP but for it I need to plot graphs which require ...
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### Is stochastic dual dynamic programming (SDDP) a deterministic solution algorithm or does it have a stochastic component to it?

I am currently working on a paper in which I am statistically comparing dynamic optimization algorithms like SDDP, Actor-Critics etc. In this regard, should I be running SDDP algorithm for my ...
1 vote
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### Can stochastic dual dynamic programming algorithm (or any variant of it) handle multi-stage optimization problems with here-and-now uncertainty nodes?

Stochastic dual dynamic programming (SDDP) algorithm solves stage-wise optimization problem through sampling scenarios. In this regard, it is obvious to see that wait-and-see uncertainty can be easily ...
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### multi stage stochastic programming algorithm

I have a multi-stage stochastic programming model. I have 3 groups of variables: the first group takes values at the beginning of the planning horizon before the first realization and does not change ...
• 21
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### Multi period inventory / reordering MILP in PULP

I'm trying to optimize reorder quantities for $n$ products over $m$ periods in PuLP. The total reorder quantity should fill a container. I've never worked with multiple periods before, and I can't get ...
• 83
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### What is the intuition behind Progressive hedging algorithm?

I am reading some papers about PHA to solve multi-stage stochastic programming, but I think it is not still clear to me. This is my understanding and I would be thankful to know if it is correct or ...
• 2,150
In Multi-stage stochastic programming, we write the constraints that for scenarios $s$ and $s^{\prime}$ which have the same trajectory up to time $t$, should take the same value. That is,  x_{t,s} =...