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Example problem with a random number of stages #792
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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 We are not using Julia in the latest version of our code (the code written in Julia in the GitHub repo was outdated), but we would be more than happy to help if there are any questions.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 Sciences<https://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)
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@songmath-thunderain<https://github.com/songmath-thunderain> and @murwansiddig<https://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.
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Closing because the example is actually a bit non-trivial to implement succinctly. I'll keep it in mind to reference as an example when we get around to writing a better tutorial-type paper on policy graphs. |
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@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:
So this model would be a useful tutorial to include for SDDP.jl.
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