News
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 ...
Shipra Agrawal, Zizhuo Wang, Yinyu Ye, A Dynamic Near-Optimal Algorithm for Online Linear Programming, Operations Research, Vol. 62, No. 4 (July-August 2014), pp. 876-890 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback