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 ...

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 ...

Brief Description of Course Content Covers the fundamentals of algorithms and various algorithmic strategies, including time and space complexity, sorting algorithms, recurrence relations, divide and ...

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 ...

Dynamic programming algorithms are developed for optimal capital allocation subject to budget constraints. We extend the work of Weingartner [17] and Weingartner and Ness [19] by including multilevel ...