Dynamic programming provides a road map at each point in time for optimal spending and asset allocation, which have been determined by first considering optimal future behavior stemming from today ...

We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of pre-selected basis functions to the dynamic ...

CSCA 5414: Dynamic Programming, Greedy Algorithms CSCA 5414: Dynamic Programming, Greedy Algorithms Get a head start on program admission Preview this course in the non-credit experience today! Start ...

Over the past decade, a substantial literature on methods for the estimation of discrete choice dynamic programming (DDP) models of behavior has developed. However, the implementation of these methods ...