Dual Systems of Dynamic Linear Programming

Propoi, A.I. (1977). Dual Systems of Dynamic Linear Programming. IIASA Research Report. IIASA, Laxenburg, Austria: RR-77-009

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A pair of dual problems are formulated and the relations between them established. Optimality conditions, including the maximum principle for primal and the minimum principle for dual problems are obtained. Results are first formulated for a cononical form of dynamic linear programming and then modifications and particular cases are considered.

Item Type: Monograph (IIASA Research Report)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:44
Last Modified: 27 Aug 2021 17:08
URI: https://pure.iiasa.ac.at/706

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