Robust Dual Dynamic Programming

Angelos Georghiou,Angelos Tsoukalas,Wolfram Wiesemann

Robust Dual Dynamic Programming

2019

Angelos Georghiou
Angelos Tsoukalas
Wolfram Wiesemann

In the paper “Robust Dual Dynamic Programming,” Angelos Georghiou, Angelos Tsoukalas, and Wolfram Wiesemann propose a novel solution scheme for addressing planning problems with long horizons. Such...

Keywords:

Robust optimization
Mathematics
Mathematical optimization
Optimal control
Dynamic programming
Stochastic programming
Angelos

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