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GDDP: Generalized dual dynamic programming theory

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Publication:1861915
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DOI10.1023/A:1021557003554zbMath1168.90640OpenAlexW104916616MaRDI QIDQ1861915

Jesús M. Velásquez Bermúdez

Publication date: 10 March 2003

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021557003554


zbMATH Keywords

dynamic programmingcontrol theoryBenders decompositiondual dynamic programming


Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Dynamic programming (90C39) Decomposition methods (49M27)


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A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning ⋮ Deterministic electric power infrastructure planning: mixed-integer programming model and nested decomposition algorithm ⋮ Constructive Dual DP for Reservoir Optimization ⋮ Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem ⋮ Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming







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