We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically ...

The linear program is formulated using judiciously chosen variables and constraints and we show a one-to-one correspondence between algorithms for the secretary problem and feasible solutions to the ...

This report introduces 3D-BASIS-ME-MB, a new computer program for the dynamic response-history analysis of seismically isolated structures.