This paper shows how branch-and-bound methods can be used to reduce storage and, possibly, computational requirements in discrete dynamic programs. Relaxations and fathoming criteria are used to ...

Mathematics of Operations Research publishes articles concerned with mathematical and computational foundations of operations research, including optimization, mathematical and dynamic programming, ...

IEMS 469: Dynamic Programming VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Basic knowledge of probability (random variables, expectation, conditional probability), optimization (gradient), ...