Earl E. Bomberger, A Dynamic Programming Approach to a Lot Size Scheduling Problem, Management Science, Vol. 12, No. 11, Series A, Sciences (Jul., 1966), pp. 778-784 ...

Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

IEMS 469: Dynamic Programming VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Basic knowledge of probability (random variables, expectation, conditional probability), optimization (gradient), ...

Results in Engineering (2024). [2] An Improved Slope-based Adaptive Control Vector Parameterization Method for Dynamic Programming. Alexandria Engineering Journal (2024).

The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method ...