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 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 ...

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 ...