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L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING.
This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in thisExpand
^ o to ^ R-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL " AND STOCHASTIC PROGRAMMING by
This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in thisExpand
Letter to the Editor---Monte Carlo Methods and the PERT Problem
TLDR
In this paper the results of a Monte Carlo simulation of PERT networks are given. Expand
Generalized Upper Bounding Techniques
TLDR
A variant of the revised simplex method is given for solving linear programs with M+L equations, L of which have the property that each variable has at most one nonzero coefficient in them. Expand
A distributed, scaleable simplex method
TLDR
We present a simple, scaleable, distributed simplex implementation for large linear programs. Expand
Finite Horizon Stochastic Knapsacks with Applications to Yield Management
TLDR
We introduce and study a time-dependent, "nite horizon stochastic knapsack" model. Expand
Network reliability analysis: Part I
TLDR
This paper considers networks with randomly failing links and nodes. Expand
On the validity of a reduction of reliable network design to a graph extremal problem
An undirected connected graph having failure probabilities associated with each edge is a classic model for network reliability studies. The network reliability is defined as the probability that theExpand
A duality theory for abstract mathematical programs with applications to optimal control theory
Abstract : The paper gives necessary and sufficient conditions for optimality for convex programs in abstract spaces. The results obtained here contain as special cases all known duality theorems forExpand
Backtracking Algorithms for Network Reliability Analysis
TLDR
We consider an undirected network where each node and each arc may be in one of two states: operative or inoperative. Expand
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