Welcome to My Blog!
Exploring topics I find interesting.
Solving Markov Decision Processes Using Linear Programming
Here, we demonstrate how Linear programming can be applied to solve Markov decision processes. Using a simple toy example, we guide the reader through the process step by step. No prior knowledge is required, as we provide a brief introduction to Linear programming concepts and clearly define the components of a Markov decision process.
Posted on: February 9th, 2025
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Solving the Cutting Stock Problem: Integer Programming and Column Generation
In this post, we explore the Cutting Stock Problem (CSP) by presenting two different approaches: a direct integer programming formulation and a column generation method. We analyze the performance and discuss the advantages and limitations of each approach.
Posted on: February 9th, 2025
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