Theorem 2: Let R be the feasible region for a linear programming problem, and let Z = ax + by be the objective function. If R is bounded **, then the objective function Z has both a maximum and a ...

Perold, André. "Extreme Points and Basic Feasible Solutions in Continuous Time Linear Programming." SIAM Journal on Control and Optimization 19, no. 1 (1981): 52–63 ...

We present an O (√n L)-iteration homogeneous and self-dual linear programming (LP) algorithm. The algorithm possesses the following features: • It solves the linear programming problem without any ...

In this paper we show that for a finite Markov decision process an average optimal policy can be found by solving only one linear programming problem. Also the relation between the set of feasible ...