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GDDP: Generalized Dual Dynamic Programming Theory

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  • Jesús Velásquez Bermúdez

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

Suggested Citation

  • Jesús Velásquez Bermúdez, 2002. "GDDP: Generalized Dual Dynamic Programming Theory," Annals of Operations Research, Springer, vol. 117(1), pages 21-31, November.
    • Handle: RePEc:spr:annopr:v:117:y:2002:i:1:p:21-31:10.1023/a:1021557003554
    DOI: 10.1023/A:1021557003554
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