Dimitri J. Papageorgiou – Page 2

Approximate Dynamic Programming for a Class of Long-Horizon Maritime Inventory Routing Problems

Published: 2013/08/09, Updated: 2014/04/06

Production and Logistics, Supply Chain Management, Transportation approximate dynamic programming, deterministic inventory routing, maritime transportation, mixed-integer linear programming, time decomposition

We study a deterministic maritime inventory routing problem with a long planning horizon. For instances with many ports and many vessels, mixed-integer linear programming (MIP) solvers often require hours to produce good solutions even when the planning horizon is 90 or 120 periods. Building on the recent successes of approximate dynamic programming (ADP) for road-based … Read more

Probabilistic Set Covering with Correlations

Published: 2011/07/30

Shabbir Ahmed

Dimitri J. Papageorgiou

Integer Programming, Stochastic Programming ambiguous chance constraint, integer programming, set covering, stochastic programming, supermodularity

We consider a probabilistic set covering problem where there is uncertainty regarding whether a selected set can cover an item, and the objective is to determine a minimum-cost combination of sets so that each item is covered with a pre-specified probability. To date, literature on this problem has focused on the special case in which … Read more