Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

Robert Kee, Rick Turpin, Linear Programming As A Decision Aid For Downsizing, Journal of Managerial Issues, Vol. 6, No. 2 (Summer 1994), pp. 241-254 ...

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 ...