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Singular Stochastic Control Problems Solved by a Sparse Simplex Method

✍ Scribed by SUN, MIN


Book ID
115464019
Publisher
Oxford University Press
Year
1989
Tongue
English
Weight
468 KB
Volume
6
Category
Article
ISSN
0265-0754

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πŸ“œ SIMILAR VOLUMES


A Modified Simplex Method for Solving 1-
✍ Yash P. Gupta πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 226 KB

## Abstract Since the simplex method requires the polyhedron to be in the positive domain, the 1‐norm minimization problems are formulated by substantially increasing the size of the LP problems. This paper presents a simple modification that enables the simplex method to be directly applicable to