GDDP: Generalized Dual Dynamic Programming Theory

Jesús Velásquez Bermúdez ()

Annals of Operations Research, 2002, vol. 117, issue 1, 31 pages

Abstract: This document presents theoretical considerations about the solution of dynamic optimization problems integrating the Benders Theory, the Dynamic Programming approach and the concepts of Control Theory. The so called Generalized Dual Dynamic Programming Theory (GDDP) can be considered as an extension of two previous approaches known as Dual Dynamic Programming (DDP): The first is the work developed by Pereira and Pinto [3–5], which was revised by Velásquez and others [8,9]. The second is the work developed by Read and others [2,6,7]. Copyright Kluwer Academic Publishers 2002

Keywords: Benders decomposition; dynamic programming; dual dynamic programming; control theory (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1021557003554

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