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 ...

Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...

IEMS 469: Dynamic Programming VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Basic knowledge of probability (random variables, expectation, conditional probability), optimization (gradient), ...

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 ...

Program corpus analysis is important in the optimization of runtime systems. Conventional linguistic analysis is static in nature and cannot reflect dynamic behaviors revealed by versatile ...

We use dynamic programming and finite elements to design and solve an extended structural model that accommodates arbitrary Lévy dynamics for the underlying firm’s asset value, realistic debt payment ...

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 ...