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 method for approximating the solution of mixed integer nonconcave programming problems in bounded variables. We present computational results for 39 test problems which suggest that the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...