Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

This is a preview. Log in through your library . Abstract This paper presents an algorithm, based on the simplex routine, that provides a way to solve a problem in which the objective function is not ...

Perold, André. "Extreme Points and Basic Feasible Solutions in Continuous Time Linear Programming." SIAM Journal on Control and Optimization 19, no. 1 (1981): 52–63.

This is a preview. Log in through your library . Abstract Nonstationary infinite-horizon Markov decision processes (MDPs) generalize the most well-studied class of sequential decision models in ...