Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...

Statistical Science, Vol. 8, No. 1, Report from the Committee on Applied and Theoretical Statistics of the National Research Council on Probability and Algorithms (Feb., 1993), pp. 57-64 (8 pages) ...