Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

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 present an Approximate Dynamic Programming (ADP) approach for the multidimensional knapsack problem (MKP). We approximate the value function (a) using parametric and nonparametric methods and (b) ...

Wang, Franklyn, Ravi Jagadeesan, and Scott Duke Kominers. "Optimizing Reserves in School Choice: A Dynamic Programming Approach." Operations Research Letters 47, no. 5 (September 2019): 438–446.

Dan Zhang and Larry Weatherford. 2017. Dynamic Pricing for Network Revenue Management: A New Approach and Application in the Hotel Industry. INFORMS Journal on Computing, 29(1): 18-35. Dynamic pricing ...