Bi-objective multistage stochastic linear programming

DOI10.1007/s10107-022-01872-xzbMath1506.90178OpenAlexW4289836682WikidataQ114228412 ScholiaQ114228412MaRDI QIDQ2097668

David P. Morton, Anthony Downward, Oscar Dowson

Publication date: 14 November 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-022-01872-x

zbMATH Keywords

stochastic programmingstochastic dual dynamic programmingbi-objectivenon-convex

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items

Special issue: Global solution of integer, stochastic and nonconvex optimization problems

Uses Software

• Julia
• Python
• JuMP
• SDDP
• MSPPy

Cites Work

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• Julia
• SDDP
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