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. The traveling salesperson problem is one of the oldest ...

This paper derives and tests a new linear programming (LP) approach to bond portfolio management. The model elicits possible tax-clientele effects in the pricing of U.S. Government coupon bonds and ...

ABSTRACT. The linear programming approach to approximate dynamic programming has received considerable attention in the recent network revenue management (RM) literature. A major challenge of the ...