Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

The two last sections are devoted to applications of the cutting hyperplane algorithm to a linear optimal control problem and stochastic programming problems. SIAM Journal on Applied Mathematics ...

We show that the adaptive distributionally robust linear optimization problem can be formulated as a classical robust optimization problem. To obtain a tractable formulation, we approximate the ...

The problem is solved using a multi-stage stochastic linear programming (SLP) model to generalize the closed-form solution obtained by Richard (1975). We account for aspects of the application of the ...