11 citations · 17 across the 14 of their papers we have counts for
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math.OC2018
Extensions of the Dynamic Programming Framework: Battery Scheduling, Demand Charges, and Renewable Integration
Morgan Jones, Matthew M. Peet
We consider a general class of Dynamic Programming (DP) problems with non-separable objective functions. We show that for any problem in this class, there exists an augmented-state…
math.OC2018
Using SOS for Optimal Semialgebraic Representation of Sets: Finding Minimal Representations of Limit Cycles, Chaotic Attractors and Unions
Morgan Jones, Matthew M. Peet
In this paper we show that Sum-of-Squares optimization can be used to find optimal semialgebraic representations of sets. These sets may be explicitly defined, as in the case of di…
math.OC2018★ 1 cited
A Dynamic Programming Approach to Evaluating Multivariate Gaussian Probabilities
Morgan Jones, Matthew M. Peet
We propose a method of approximating multivariate Gaussian probabilities using dynamic programming. We show that solving the optimization problem associated with a class of discret…