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 propose a dynamic traveling salesman problem (TSP) with stochastic arc costs motivated by applications, such as dynamic vehicle routing, in which the cost of a decision is known only ...

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 ...