Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

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 ...

Using an illustration drawn from the area of inventory control, this paper demonstrates how a typical sequential probabilistic model may be formulated in terms of (a) an initial decision rule and (b) ...