A broad introduction to algorithms for decision making under uncertainty, introducing the underlying mathematical problem formulations and the algorithms for so

This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Last Updated: December 2020 Based on Julia v1.3+ and JuMP v0.21+ The main motivation of writing this book was to help the author himself. He is a professor in t

Based on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) technique

Interest in constrained optimization originated with the simple linear pro gramming model since it was practical and perhaps the only computationally tractable