We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically ...

Using an illustration drawn from the area of inventory control, this paper demonstrates how a typical sequential probabilistic model may be formulated in terms of (a) an initial decision rule and (b) ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

Diet models based on goal programming (GP) are valuable tools in designing diets that comply with nutritional, palatability and cost constraints. Results derived from GP models are usually very ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Roth, A. E., U. G. Rothblum, and J. H. Vande Vate. "Stable Matchings, Optimal Assignments, and Linear Programming." Mathematics of Operations Research 18, no. 4 ...