A multi-parametric programming approach for constrained dynamic programming problems

Optimization Letters

Volumn 2, Issue 2, 2008, Pages 267-280

  Faísca, Nuno P ^a   Kouramas, Konstantinos I ^a   Saraiva, Pedro M ^b   Rustem, Berç ^a   Pistikopoulos, Efstratios N ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF COIMBRA   (Portugal)

Author keywords

Constrained multi stage models; Dynamic programming; Parametric programming

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; UNCERTAINTY ANALYSIS;

CONSTRAINED MULTI-STAGE MODELS; MULTI-PARAMETRIC PROGRAMS; PARAMETRIC PROGRAMMING;

DYNAMIC PROGRAMMING;

EID: 38549127296     PISSN: 18624472     EISSN: 18624480     Source Type: Journal    
DOI: 10.1007/s11590-007-0056-3     Document Type: Article

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