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Annals of Operations Research

, Volume 117, Issue 1–4, pp 21–31 | Cite as

GDDP: Generalized Dual Dynamic Programming Theory

  • Jesús M. Velásquez Bermúdez
Article

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].

Benders decomposition dynamic programming dual dynamic programming control theory 

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References

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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Jesús M. Velásquez Bermúdez
    • 1
  1. 1.DecisionWare Ltd.BogotáColombia

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