Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

Multistage stochastic linear programs model problems in financial planning, dynamic traffic assignment, economic policy analysis, and many other applications. Equivalent representations of such ...

A symbolic formula is given for the square-root-free Cholesky decomposition of the variance-covariance matrix of the multinomial distribution. The evaluation of the symbolic Cholesky factors requires ...

Introduces linear algebra and matrices with an emphasis on applications, including methods to solve systems of linear algebraic and linear ordinary differential equations. Discusses vector space ...