CSCA 5414: Dynamic Programming, Greedy Algorithms CSCA 5414: Dynamic Programming, Greedy Algorithms Get a head start on program admission Preview this course in the non-credit experience today! Start ...

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 ...

We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of pre-selected basis functions to the dynamic ...