Questions tagged [multi-stage]
The multi-stage tag has no usage guidance.
4
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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
3
votes
1
answer
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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 ...
- 63
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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 ...
- 2,063
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How to write nonanticipativity constraints?
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} =...
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