Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143428 | Operations Research Letters | 2009 | 4 Pages |
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
Archis Ghate, Robert L. Smith,