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 study the multiple objective discrete optimization (MODO) problem and propose two-stage optimization problems as subproblems to be solved to obtain efficient solutions. The mathematical structure ...

To improve tractability, we investigate the linear programming-based approach to approximate dynamic programming. This approach can provide both feasible control policies and bounds on the MDPs' ...

We introduce a new model of school choice with reserves in which a social planner is constrained by a limited supply of reserve seats and tries to find an optimal matching according to a social ...