Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

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 ...

A Dynamic Programming approach for sequencing a given set of jobs in a single machine is developed, so that the total processing cost is minimized. Assume that there are N distinct groups of jobs, ...

We introduce a new model of school choice with reserves in which a social planner is constrained by a limited supply of reserve seats and tries to find an optimal matching according to a social ...

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 pricing for network revenue management has received considerable attention in research and practice. Based on data obtained from a major hotel, we use a large-scale numerical study to compare ...