Many optimal control problems include a continuous nonlinear dynamic system, state, and control constraints, and final state constraints. When using dynamic programming to solve such a problem, the ...

Recently, the set of decomposition approaches has been extended by stochastic dual dynamic integer programming (SDDiP) [1]. Constructing outer approximations of the value functions using so-called ...

The present work provides a general framework for tree-partitioning problems based on mixed-integer linear programming (MILP). In particular, we present a novel MILP formulation to optimally solve ...

Nevertheless, I believe the dynamic partition pruning should work in both cases - when a single record or multiple records are merged without having to type dates explicitly.