Orateur
Dr
Merve Bodur
(University of Edinburgh)
Description
Multistage stochastic mixed-integer programs (MSMIPs) can model complex sequential decision-making problems under uncertainty and appear in many applications. However, due to both the stochastic and integer components, their inherent computational challenges require sophisticated solution methodologies. In this talk, we will review recent advances in solving MSMIPs, in particular for the scenario-tree-based approaches. We will discuss exact methods, bounding ideas, partially extended formulations, and various policy classes, including aggregation-based policies, decision-rule-based policies, and interpretable policies.
Author
Dr
Merve Bodur
(University of Edinburgh)
