A simplex-type algorithm for continuous linear programs with constant coefficients (Q2297646)

The authors search for optimal solutions in the space of measures or of functions of bounded variation continuous. In this respect they analyze the linear programs over a continuous finite time horizon T, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions. They have presented a description of optimal solutions and have defined a combinatorial analogue to basic solutions of standard LP and also an algorithm analogue of the simplex method which solves this class of problems in a finite bounded number of steps, in the space of measures.