Dynamic optimization and optimal control problems form the backbone of numerous applications in engineering, economics and the natural sciences. These methodologies involve determining a time-varying ...

We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, ...

A language that requires less rigid coding on the part of the programmer. It typically features "dynamic typing," which gives the programmer more freedom to pass parameters at runtime without having ...

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 ...