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 ...

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 ...

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

Co-Founders Henrik Terndrup and Klas Dahlgren and their team of world-class dynamic optimization experts will join AspenTech as part of the acquisition.