This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...

Niv Buchbinder, Kamal Jain, Mohit Singh, Secretary Problems via Linear Programming, Mathematics of Operations Research, Vol. 39, No. 1 (February 2014), pp. 190-206 ...

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 ...