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 ...

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 ...

Abstract: This report introduces 3D-BASIS-ME-MB, a new computer program for the dynamic response-history analysis of seismically isolated structures. Improvements over its predecessor include: (a) ...