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 ...

We propose a dynamic traveling salesman problem (TSP) with stochastic arc costs motivated by applications, such as dynamic vehicle routing, in which the cost of a decision is known only ...

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