We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of pre-selected basis functions to the dynamic ...

A Markovian decision model with general state space, compact action space, and the average cost as criterion is considered. The existence of an optimal policy is shown via an optimality inequality in ...

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, ...