Asymptotic Linear Programming

DOI10.1287/OPRE.21.5.1128MaRDI QIDQ4770202zbMATH OpenOpenAlexFDO

Authors Robert G. Jeroslow

Publication date 1973

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.21.5.1128

Mathematics Subject Classification ID

Linear programming (90C05)

Cited in

(14)

• Sensitivity analysis in discounted Markovian decision problems
• A generalized inverse method for asymptotic linear programming
• The asymptotic optimal partition and extensions of the nonsubstitution theorem
• Singularly perturbed linear programs and Markov decision processes
• Linear programs dependent on a single parameter
• An asymptotic simplex method for singularly perturbed linear programs
• Direct algorithms for checking consistency and making inferences from conditional probability assessments
• An efficient basis update for asymptotic linear programming
• Tropicalizing the simplex algorithm
• Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
• Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
• What Tropical Geometry Tells Us about the Complexity of Linear Programming
• Gröbner bases in asymptotic analysis of perturbed polynomial programs
• Asymptotic sign-solvability, multiple objective linear programming, and the nonsubstitution theorem

This page was built for publication: Asymptotic Linear Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4770202)