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 ...

Management Science, Vol. 31, No. 4 (Apr., 1985), pp. 422-434 (13 pages) A model for measuring the economic benefits of irrigation system development over a depleting aquifer is presented, along with ...

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 ...