We devise an algorithm for solving the infinite-dimensional linear programs that arise from general deterministic semi-Markov decision processes on Borel spaces. The algorithm constructs a sequence of ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

In this paper, we consider two different formulations (one is smooth and the other one is nonsmooth) for solving linear matrix inequalities (LMIs), an important class of semidefinite programming (SDP) ...

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 ...