This paper considers a particular class of dynamic robust optimization problems, where a large number of decisions must be made in the first stage, which consequently fix the constraints and cost ...

This is a preview. Log in through your library . Abstract Let G be an acyclic directed graph with weights and values assigned to its vertices. In the partially ordered knapsack problem we wish to find ...

Robust dynamic optimization has become an indispensable tool in addressing the inherent uncertainties present in chemical process modelling and control. By integrating optimisation routines with ...

This course covers reinforcement learning aka dynamic programming, which is a modeling principle capturing dynamic environments and stochastic nature of events. The main goal is to learn dynamic ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver. Gurobi 9.0 delivers ...