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 ...

Hatem Ben-Ameur, , Pierre L'Ecuyer, A Dynamic Programming Procedure for Pricing American-Style Asian Options, Management Science, Vol. 48, No. 5 (May, 2002), pp. 625-643 ...

Gas Network Optimization and Nonlinear Programming Publication Trend The graph below shows the total number of publications each year in Gas Network Optimization and Nonlinear Programming.

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.

Dynamic Programming and Optimal Control Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an ...

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