The Annals of Probability, Vol. 18, No. 1 (Jan., 1990), pp. 206-217 (12 pages) This paper studies the average cost for controlled systems given as solutions of the martingale problem for their ...

In this paper we introduce a nonparametric linear programming formulation for the general multigroup classification problem. Previous research using linear programming formulations has either been ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

Students will learn the foundations of linear programming, properties of optimal solutions and various solution methods for optimizing problems involving a linear objective function and linear ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...