View on Coursera Course Description This course is part three of a specialization on algorithms and data structures. It covers basic algorithm design techniques such as divide and conquer, dynamic ...

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 ...

We analyze two popular semidefinite programming relaxations for quadratically constrained quadratic programs with matrix variables. These relaxations are based on vector lifting and on matrix lifting; ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...