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 ...

Methods for planning capacity expansion typically have been restricted to problems with many locations in a static environment or a few locations in a dynamic environment. Two approaches are developed ...

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 ...

Wang, Franklyn, Ravi Jagadeesan, and Scott Duke Kominers. "Optimizing Reserves in School Choice: A Dynamic Programming Approach." Operations Research Letters 47, no. 5 (September 2019): 438–446.

Julia is a free open source, high-level, high-performance, dynamic programming language for numerical computing. It has the development convenience of a dynamic language with the performance of a ...