Solution approaches developed to date have not been efficient enough to handle realistically sized problems. The main approaches have been general integer programming algorithms and the specialized ...

Daniel R. Jiang, Warren B. Powell, An Approximate Dynamic Programming Algorithm for Monotone Value Functions, Operations Research, Vol. 63, No. 6 (November-December 2015), pp. 1489-1511 ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

The Dynamic Programming and Optimal Control class focuses on optimal path planning and solving optimal control problems for dynamic systems. It stands out for several reasons: It is multidisciplinary, ...