Index Catalog // GW ScholarSpace

Start Over

Filtering by: Committee Member Shaw, Gregory L Committee Member Lejeune, Miguel Degree Ph.D. Type of Work Thesis or Dissertation

Adaptive Convex Enveloping for Multivariate Convex Dynamic Programming

Description:

We propose a new method, called Adaptive Convex Enveloping, for solving convex stochastic dynamic programs (DP) with multidimensional continuous state and decision variables. The new method approximates the value functions with supporting hyperplanes, which is convexity-preserving. As a result,...

Author:

Yu, Sheng

Keyword:

dynamic programming, battery exchange station, adaptive convex enveloping, and supporting hyperplane approximation

GW Unit:

Engineering Mgt and Systems Engineering

Degree:

Ph.D.

Advisor:

van Dorp, Johan R

Committee Member(s):

Abeledo, Hernan G, Shaw, Gregory L, Campos-Nanez, Enrique, Lejeune, Miguel, and Ryan, Julie JCH

Resource Type:

Thesis or Dissertation