We consider discounted Markov decision processes (MDPs) with countably-infinite state spaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs are inventory management and ...

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 ...

Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...

While sitting in a courtroom, waiting to find out if he would be chosen for jury duty, Daniel Spielman had a revelation-all the work he and colleague Shanghua Teng had built up over the past three ...