odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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Example problem with a random number of stages #792

Open odow opened 2 days ago

odow commented 2 days ago

@songmath-thunderain and @murwansiddig have this paper: https://www.sciencedirect.com/science/article/abs/pii/S0377221724007574

They've helpfully provided the code: https://github.com/songmath-thunderain/msp_models_for_adaptive_disaster_relief_logistics_planning

They don't formulate it as such, but it's a nice example of a non-classical policy graph:

image

So this model would be a useful tutorial to include for SDDP.jl.

songmath-thunderain commented 2 days ago

Hi Oscar,

Thank you for considering our work! We are aware of the fact that this can be modeled as a policy graph. It will be great to be included as an example for SDDP.jl. We are not using Julia in the latest version of our code (the code written in Julia in the GitHub repo was outdated), but we would be more than happy to help if there are any questions.

Best,

Yongjia Song

Associate Professor of Industrial Engineering

College of Engineering, Computing and Applied Scienceshttps://www.clemson.edu/cecas/

Clemson University

https://sites.google.com/site/yongjiasongshom

[signature_1757566267]https://www.clemson.edu/


From: Oscar Dowson @.> Sent: Wednesday, October 16, 2024 9:40 PM To: odow/SDDP.jl @.> Cc: Yongjia Song @.>; Mention @.> Subject: [odow/SDDP.jl] Example problem with a random number of stages (Issue #792)

This Message Is From An External Sender: Use caution when opening links or attachments if you do not recognize the sender.

@songmath-thunderainhttps://github.com/songmath-thunderain and @murwansiddighttps://github.com/murwansiddig have this paper: https://www.sciencedirect.com/science/article/abs/pii/S0377221724007574

They've helpfully provided the code: https://github.com/songmath-thunderain/msp_models_for_adaptive_disaster_relief_logistics_planning

They don't formulate it as such, but it's a nice example of a non-classical policy graph: image.png (view on web)https://github.com/user-attachments/assets/6108dfae-5d95-43aa-ad6d-491b2e804ad8

So this model would be a useful tutorial to include for SDDP.jl.

— Reply to this email directly, view it on GitHubhttps://github.com/odow/SDDP.jl/issues/792, or unsubscribehttps://github.com/notifications/unsubscribe-auth/AMCKYTENBOBC3QA34WPD4LTZ34IQNAVCNFSM6AAAAABQCVEGCKVHI2DSMVQWIX3LMV43ASLTON2WKOZSGU4TGMZYHAYDONY. You are receiving this because you were mentioned.Message ID: @.***>