Decision Programming

Activity: Talk or presentation typesConference presentation

Fabricio Pinheiro de Oliveira - Speaker

Juho Andelmin - Contributor

Ahti Salo - Contributor

Multi-stage decision problems under uncertainty can be represented as influence diagrams that are converted into decision trees. These trees can then be solved using dynamic programming, if the optimal strategy within a given branch do not depend on the decisions in other non-overlapping branches. To address these shortfalls, we propose the Decision Programming approach, which can efficiently address this ‘no forgetting’ assumption and retain outcome distribution information. In this, we convert problems into equivalent mixed-integer linear programs that can be efficiently solved, including in the presence of multiple objectives, endogenous uncertainty, and other dependency conditions.
23 Oct 2019

Event (Conference)

TitleINFORMS Annual Meeting
Web address (URL)
LocationWashington State Convention Center
CountryUnited States
Degree of recognitionInternational event

ID: 39596043