Additional programming flexibility is achieved without compromising other generous capabilities offered by Linear ’ s Telephone Entry System and Access Controller.

Concave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this ...

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 ...