I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at email@example.com.
Monday, May 26, 2008
Stochastic Dynamic Programming in GAMS
Can this be done? This question comes up regularly.
There are a few interesting papers by Richard Howitt of UC Davis in this respect: