scholarly journals A Dynamic Programming Approach for a Class of Robust Optimization Problems

2016 ◽  
Vol 26 (3) ◽  
pp. 1799-1823 ◽  
Author(s):  
Agostinho Agra ◽  
Marcio Costa Santos ◽  
Dritan Nace ◽  
Michael Poss
Keyword(s):  
Dynamic Programming ◽  
Robust Optimization ◽  
Optimization Problems ◽  
Programming Approach ◽  
Dynamic Programming Approach

The dynamic programming approach to multi-model robust optimization

2010 ◽  
Vol 72 (2) ◽  
pp. 1110-1119 ◽  
Author(s):  
Vadim Azhmyakov ◽  
Vladimir Boltyanski ◽  
Alexander Poznyak
Keyword(s):  
Dynamic Programming ◽  
Robust Optimization ◽  
Programming Approach ◽  
Dynamic Programming Approach
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