Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

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 ...

We introduce a new model of school choice with reserves in which a social planner is constrained by a limited supply of reserve seats and tries to find an optimal matching according to a social ...

Computational results are reported for tests of the methods against dynamic programming solutions for small problems. Applications are made to two versions of a large-scale problem of planning ...

In addition to a plain-vanilla implementation of dynamic programming decomposition, we consider the variants proposed by Erdelyi and Topaloglu (2011) and Zhang (2011). For the base scenario generated ...