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 ...

The paper solves the stochastic inverse optimal problem. Dynamic programming is used to transform the original problem into a differential equation. Such an equation is well-defined (with probability ...

Computational results are reported for tests of the methods against dynamic programming solutions for small problems. Applications are made to two versions of a large-scale problem of planning ...

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.

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 ...