The problem fails to satisfy the usual optimality equation and cannot be solved directly by dynamic programming. We establish equations characterising the optimal final distribution and an optimal ...

Our results suggest new modeling paradigms for dynamic robust optimization, and our proofs, which bring together ideas from three areas of optimization typically studied separately—robust optimization ...

Robust dynamic optimization has become an indispensable tool in addressing the inherent uncertainties present in chemical process modelling and control.

IEMS 469: Dynamic Programming VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Basic knowledge of probability (random variables, expectation, conditional probability), optimization (gradient), ...

Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver.