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 ...

Mathematics of Operations Research, Vol. 4, No. 1 (Feb., 1979), pp. 60-69 (10 pages) The policy iteration method of dynamic programming is studied in an abstract setting. It is shown to be equivalent ...

MIT, where the popular Julia language was born, has created a probabilistic-programming system called 'Gen', which it says will make it easier for newbies to get started with computer vision, robotics ...