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

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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:

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

GW Unit:

Engineering Mgt and Systems Engineering

Degree:

Ph.D.

Advisor:

van Dorp, Johan R

Committee Member(s):

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

Resource Type:

Thesis or Dissertation