This program is offered by the Department of Management Science and Information Systems (MSIS). It is the continuation of the previous concentration in Management Science and the program of Operations ...

The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method ...

Vande Vate (1989) described the polytope whose extreme points are the stable (core) matchings in the Marriage Problem. Rothblum (1989) simplified and extended this result. This paper explores a ...