4 papers · 1 filter
Risk-averse decision strategies for influence diagrams using rooted junction trees
Olli Herrala, Topias Terho, Fabricio Oliveira
This paper presents how a mixed-integer programming (MIP) formulation for influence diagrams, based on a gradual rooted junction tree representation of the diagram, can be generali…
A novel strong duality-based reformulation for trilevel infrastructure models in energy systems development
Olli Herrala, Steven A. Gabriel, Fabricio Oliveira +1
We explore the class of trilevel equilibrium problems with a focus on energy-environmental applications and present a novel single-level reformulation for such problems, based on s…
Solving influence diagrams via efficient mixed-integer programming formulations and heuristics
Helmi Hankimaa, Olli Herrala, Fabricio Oliveira +1
In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that c…
Solving decision problems with endogenous uncertainty and conditional information revelation using influence diagrams
Olli Herrala, Tommi Ekholm, Fabricio Oliveira
Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. However, they suffer from both modeling and compu…