The paper solves the stochastic inverse optimal problem. Dynamic programming is used to transform the original problem into a differential equation. Such an equation is well-defined (with probability ...

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 ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...

The course focuses on optimal path planning and solving optimal control problems for dynamic systems. It is an innovative and highly effective class combining probability theory, calculus and linear ...

This report introduces 3D-BASIS-ME-MB, a new computer program for the dynamic response-history analysis of seismically isolated structures.