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 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) ...

Methods for planning capacity expansion typically have been restricted to problems with many locations in a static environment or a few locations in a dynamic environment. Two approaches are developed ...

Julia is a free open source, high-level, high-performance, dynamic programming language for numerical computing. It has the development convenience of a dynamic language with the performance of a ...

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 ...