Dan A. Iancu, Mayank Sharma, Maxim Sviridenko, Supermodularity and Affine Policies in Dynamic Robust Optimization, Operations Research, Vol. 61, No. 4 (July-August 2013), pp. 941-956 ...

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

Kelly J. Bryant, James W. Mjelde, Ronald D. Lacewell, An Intraseasonal Dynamic Optimization Model to Allocate Irrigation Water between Crops, American Journal of ...