Stochastic DP

GAMS
1

Hi all,

Do you know any example stochastic dynamic programming problem
modelled by gams?

Thanks,

Erdem

\

2

Erdem,

Recently Timo Lohmann finished his Diploma Thesis on SP decomposition
techniques and Algebraic modeling systems. I know he has a SDDP
implementation, not sure about SDP. Please contact him directly:
t.lohmann@tu-bs.de

Regards,
Michael Bussieck - GAMSWorld Coordinator

On Mar 16, 3:40 am, erdemmandira wrote:

Hi all,

Do you know any example stochastic dynamic programming problem
modelled by gams?

Thanks,

Erdem

\

3

Hello Michael,

Is there any update (example or documentation) on how to use GAMS for dynamic programming?


Regards,
Muhajir

On Wednesday, March 16, 2011 9:25:01 AM UTC+1, Michael Bussieck wrote:

Erdem,

Recently Timo Lohmann finished his Diploma Thesis on SP decomposition
techniques and Algebraic modeling systems. I know he has a SDDP
implementation, not sure about SDP. Please contact him directly:
t.lo...@tu-bs.de

Regards,
Michael Bussieck - GAMSWorld Coordinator

On Mar 16, 3:40 am, erdemmandira wrote:

Hi all,

Do you know any example stochastic dynamic programming problem
modelled by gams?

Thanks,

Erdem

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