Dynamic Linear Programming

Propoi, A.I. (1979). Dynamic Linear Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-79-038

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The paper presents a survey of dynamic linear programming (DLP) models and methods, including discussion of different formalizations of dynamic linear programs, models which can be written in such a form, duality relations and optimality conditions for DLP, numerical methods -- both finite-steps and iterative.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:46
Last Modified: 27 Aug 2021 17:09
URI: https://pure.iiasa.ac.at/1145

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