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 ...

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 ...

In the classical secretary problem an employer would like to choose the best candidate among n competing candidates that arrive in a random order. In each iteration, one candidate's rank vis-a-vis ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...