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 ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...

The linear program is formulated using judiciously chosen variables and constraints and we show a one-to-one correspondence between algorithms for the secretary problem and feasible solutions to the ...

The course focuses on optimal path planning and solving optimal control problems for dynamic systems. It is an innovative and highly effective class combining probability theory, calculus and linear ...