Dynamic programming provides a methodology to develop planners and controllers for nonlinear systems. However, general dynamic programming is computationally intractable. We have ...
—Model-Based Development (MBD) provides an al level of abstraction, the model, which lets engineers focus on the business aspect of the developed system. MBD permits automatic tr...
Designing revenue-optimal auctions for various settings is perhaps the most important, yet sometimes most elusive, problem in mechanism design. Spiteful bidders have been intensel...
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...