A generalized inverse method for asymptotic linear programming

DOI10.1007/BF01582279zbMath0675.90049OpenAlexW2042190930MaRDI QIDQ1122475

Lamond, Bernard F.

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582279

zbMATH Keywords

expansionsLaurent expansionDrazin generalized inverseasymptotic linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (6)

An efficient basis update for asymptotic linear programming ⋮ A canonical form for pencils of matrices with applications to asymptotic linear programs ⋮ The asymptotic optimal partition and extensions of the nonsubstitution theorem ⋮ Laurent expansion of the inverse of perturbed, singular matrices ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ An asymptotic simplex method for singularly perturbed linear programs

Cites Work

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• Resolvent expansions of matrices and applications
• Pseudo-Inverses in Associative Rings and Semigroups
• An Efficient Factorization for the Group Inverse
• Generalized Inverses in Discrete Time Markov Decision Processes
• Applications of the Drazin Inverse to Linear Systems of Differential Equations with Singular Constant Coefficients
• Asymptotic Linear Programming
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria

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