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By T. C. Hu, Stephen M. Robinson

ISBN-10: 0123583500

ISBN-13: 9780123583505

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Additional resources for Mathematical Programming. Proceedings of an Advanced Seminar Conducted by the Mathematics Research Center, the University of Wisconsin, and the U. S. Army at Madison, September 11–13, 1972

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A . , (1972), " L a r g e - s c a l e l i n e a r programming u s i n g t h e C h o l e s k y f a c t o r i z a t i o n " , T e c h n i c a l Report No. C S - 2 5 2 , Computer S c i e n c e D e p a r t m e n t , Stanford U n i v e r s i t y . 91. Scarf, H. , (1967a), "The Core of a n N - P e r s o n G a m e " , Econometrica, 35, pp. 50-69. 92. Scarf, H. , (1967b), "The a p p r o x i m a t i o n of Fixed Points of a C o n t i n u o u s M a p p i n g " , SIAM J. Appl. M a t h . , 15, p p . 1328-1343.

As the end is nowhere near, the extra income earned for recognizing it as it approaches has yet to be earned. On the other hand, we are so far from the beginning of the planning horizon that the current state yields negligible information as to what state the process started in. Consequently, the extra income would seem to be independent of the starting state. Note from (49) that little is lost if one uses the timeoptimal policy for the last epochs and a bias-optimal policy before then. This property also holds in general and appears as a corollary to Theorem 9.

1966), " D e c o m p o s i t i o n of L a r g e - S c a l e S y s t e m s " , SIAM J« C o n t r o l , Vol. 4 , No. 1, p p . 1 7 3 179. 30 SYSTEM OPTIMIZATION LABORATORY 99. W a g n e r , H. M . , (1957), "A Linear Programming S o l u tion t o Dynamic Leontief Type M o d e l s " , M a n a g e m e n t S c i e n c e , Vol. 3 , No. 3 , pp. 2 3 4 - 2 5 4 . 100. W i l d e , D. J. , (1963), " P r o d u c t i o n Planning of Large S y s t e m s " , C h e m i c a l Engineering P r o g r e s s , Vol. 59, pp.

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Mathematical Programming. Proceedings of an Advanced Seminar Conducted by the Mathematics Research Center, the University of Wisconsin, and the U. S. Army at Madison, September 11–13, 1972 by T. C. Hu, Stephen M. Robinson


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