A natural optimization model that formulates many online resource allocation problems is the online linear programming (LP) problem in which the constraint matrix is revealed column by column along ...

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 ...

The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method ...