This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...

In the classical secretary problem an employer would like to choose the best candidate among n competing candidates that arrive in a random order. In each iteration, one candidate's rank vis-a-vis ...

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 ...