The compressibility of natural gas allows the use of line pack to compensate for fluctuations of gas demand. On the basis of forecast consumption, a linear-programming model can yield a plan for ...

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 ...

This is a preview. Log in through your library . Abstract We use the models of cognitive psychology and the early literature on linear programming models to understand how experts organize their ...