A generalized inverse method for asymptotic linear programming
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Cites work
- scientific article; zbMATH DE number 3928750 (Why is no real title available?)
- scientific article; zbMATH DE number 3772856 (Why is no real title available?)
- scientific article; zbMATH DE number 3511563 (Why is no real title available?)
- An Efficient Factorization for the Group Inverse
- 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
- Generalized Inverses in Discrete Time Markov Decision Processes
- Pseudo-Inverses in Associative Rings and Semigroups
- Resolvent expansions of matrices and applications
Cited in
(9)- An efficient basis update for asymptotic linear programming
- Inexact linear programming with generalized technological matrix sets
- A canonical form for pencils of matrices with applications to asymptotic linear programs
- Applications of generalized inverses to interval linear programs in hilbert spaces
- An asymptotic simplex method for singularly perturbed linear programs
- Markov branching decision chains with interest-rate-dependent rewards
- Laurent expansion of the inverse of perturbed, singular matrices
- A further study on inverse linear programming problems
- The asymptotic optimal partition and extensions of the nonsubstitution theorem
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