Abstract: In this paper, we propose a trilinear optimization formulation and four mixed integer bilinear formulations to compute the Nash equilibria of a 2-player discounted stochastic game. The ...

Edward Rothberg is CEO and Co-Founder of Gurobi Optimization, which produces one of the world’s fastest mathematical optimization solvers. As the great William Shakespeare once wrote, "What’s in a ...

This course is an introduction to mathematical programming models and computational techniques. We will cover the following areas: linear programming and the simplex method, dynamic programming, ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...