transformer-based stagewise decomposition
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization
Kim, Chanyeong, Park, Jongwoong, Bae, Hyunglip, Kim, Woo Chang
On the other hand, RL and MSP are Solving large-scale multistage stochastic programming suitable for discrete-time problems. RL utilizes simulated (MSP) problems poses a significant challenge or real-world experience to learn optimal decision-making as commonly used stagewise decomposition through a trial-and-error process, while MSP seeks to find algorithms, including stochastic dual dynamic optimal decisions through mathematical formulation in either programming (SDDP), face growing time complexity continuous or discrete spaces. Therefore, the selection as the subproblem size and problem count of a methodology depends on specific problem characteristics, increase.