The problem is formulated as a Markov decision problem that can be solved via linear programming. The paper shows how to calculate (or estimate) the state-contingent prices that are used to value the ...

In the classical linear programming problem the behaviour of continuous, nonnegative variables subject to a system of linear inequalities is investigated. One possible generalization of this problem ...

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

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it.