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 ...

We consider a problem similar in many respects to a finite horizon Markov decision process, except that the reward to the individual is a strictly concave functional of the distribution of the state ...

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 ...

https://doi.org/10.2307/1243989 • https://www.jstor.org/stable/1243989 Copy URL A dynamic programming model that allocates irrigations among competing crops, while ...