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 ...

In a companion paper (Godfrey and Powell 2002) we introduced an adaptive dynamic programming algorithm for stochastic dynamic resource allocation problems, which arise in the context of logistics and ...

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 ...