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 ...

A natural optimization model that formulates many online resource allocation problems is the online linear programming (LP) problem in which the constraint matrix is revealed column by column along ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...