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 ...

Daniel R. Jiang, Warren B. Powell, An Approximate Dynamic Programming Algorithm for Monotone Value Functions, Operations Research, Vol. 63, No. 6 (November-December 2015), pp. 1489-1511 ...

MIT claims a win with probabilistic-programming system Gen in democratizing AI and spreading innovation for all.

Researchers at MIT propose a novel programming system -- Gen -- that enables users to easily create AI and machine learning programs.