R. M. Van Slyke, Roger Wets, L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming, SIAM Journal on Applied Mathematics, Vol. 17, No. 4 (Jul., 1969), pp. 638-663 ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...