News
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 ...
CSCA 5414: Dynamic Programming, Greedy Algorithms CSCA 5414: Dynamic Programming, Greedy Algorithms Get a head start on program admission Preview this course in the non-credit experience today! Start ...
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; ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results