An Extension of Lemke's Method to the Piecewise Linear Complementarity Problem
โ Scribed by Masakazu Kojima, Hisakazu Nishino and Tomoharu Sekine
- Book ID
- 124874569
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1976
- Tongue
- English
- Weight
- 854 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0036-1399
- DOI
- 10.2307/2100510
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๐ SIMILAR VOLUMES
For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It's shown that this solution can be obtained automatically by Lemke's method if the constraint matrix of the original problem is copositive plus or belongs to t
This paper presents an application of Lemke's method to a class of Markov decision problems, appearing in the optimal stopping problems, and other well-known optimization problems. We consider a special case of the Markov decision problems with ยฎnitely many states, where the agent can choose one of