This paper shows how branch-and-bound methods can be used to reduce storage and, possibly, computational requirements in discrete dynamic programs. Relaxations and fathoming criteria are used to ...

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

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 ...