We devise an algorithm for solving the infinite-dimensional linear programs that arise from general deterministic semi-Markov decision processes on Borel spaces. The algorithm constructs a sequence of ...

Journal of Computational Mathematics, Vol. 31, No. 4 (July 2013), pp. 335-354 (20 pages) In this paper, we consider the solution of the standard linear programming (LP). A remarkable result in LP ...

Data for a linear programming problem resembles the data for side constraints and nonarc variables supplied to PROC NETFLOW when solving a constrained network problem. It is also very similar to the ...

George B. Dantzig, the mathematician who invented the field of linear programming, which revolutionized the way government and private enterprise planned, scheduled and generally conducted their ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Management, BSc in Mathematics and Economics, BSc in Mathematics with Economics, BSc in Mathematics, Statistics, and ...

Dynamic Programming and Optimal Control is offered within DMAVT and attracts in excess of 300 students per year from a wide variety of disciplines. It is an integral part of the Robotics, System and ...