We consider the multi-armed bandit problem. We show that when the state space is finite the computation of the dynamic allocation indices can be handled by linear programming methods.

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 ...

This paper presents three algorithms for solving linear programming problems in which some or all of the objective function coefficients are specified in terms of intervals. Which algorithm is ...

This project aims at popularizing the usage of numerical methods, and in particular, linear programming techniques, for solving various types of information- and incentive-constrained problems in ...

In linear programming problems, as in most economic problems, the input data are often uncertain. So we haven't finished when we've obtained the optimal solution; we still need to ask, how would this ...

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...

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 ...

George B. Dantzig, the mathematician who invented the field of linear programming, which revolutionized the way government and private enterprise planned, scheduled and generally conducted their ...