Materials Warren B. Powell; Approximate Dynamic Programming: Solving the Courses of Dimensionality; John Wiley & Sons, 2007. [topics 5 and 6 not in the textbook] prerequisites Basic knowledge of ...

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 ...

The algorithm presented in this article involves a dynamic-programming approach to determine the allocation which minimizes the duration of the project (critical path). The main advantage of this ...