topic Re: Stochastic dynamic programming experience with SAS OR in Mathematical Optimization, Discrete-Event Simulation, and OR

Stochastic dynamic programming experience with SAS OR

MJT — Mon, 19 Nov 2018 16:21:38 GMT

Hello!

I would be very interested to learn about your experience in modeling and solving stochastic dynamic programming problems using SAS-OR, either alone or in conjunction with other tools.

Thank you very much in advance.

Re: Stochastic dynamic programming experience with SAS OR

RobPratt — Mon, 26 Nov 2018 19:26:38 GMT

Here's a documentation example:

https://go.documentation.sas.com/?docsetId=ormpex&docsetTarget=ormpex_ex24_toc.htm&docsetVersion=15.1&locale=en

And a blog post (with a link to a SAS Global Forum paper):

https://blogs.sas.com/content/operations/2016/06/20/computing-an-optimal-blackjack-strategy-with-sasor/

Re: Stochastic dynamic programming experience with SAS OR

MJT — Mon, 26 Nov 2018 21:08:50 GMT

Rob,

Thank you very much. This is extremely useful.

Regards,

MJT