Article ID Journal Published Year Pages File Type
1143428 Operations Research Letters 2009 4 Pages PDF
Abstract

Unlike in finite dimensions, a basic feasible solution characterization of extreme points does not hold in countably infinite linear programs. We develop regularity conditions under which such a characterization is possible. Applications to infinite network flow problems and non-stationary Markov decision processes are presented.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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