Vol. 40, No. 5, The 2009 Daniel H. Wagner Prize for Excellence in Operations Research Practice (September-October 2010), pp. 342-352 (11 pages) Schneider National needed a simulation model that would ...

We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, ...

Wang, Franklyn, Ravi Jagadeesan, and Scott Duke Kominers. "Optimizing Reserves in School Choice: A Dynamic Programming Approach." Operations Research Letters 47, no. 5 (September 2019): 438–446.

Dynamic programming algorithms are a good place to start understanding what's really going on inside computational biology software. The heart of many well-known programs is a dynamic programming ...