We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of pre-selected basis functions to the dynamic ...

Provided the constraints are linear, problems of this kind are normally forced into a linear programming mould and solved using the simplex method. This paper takes another look at the associated ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...