Shadow Prices in Infinite-Dimensional Linear Programming
نویسندگان
چکیده
منابع مشابه
Shadow Prices in Infinite-Dimensional Linear Programming
We consider the class of linear programs that can be formulated with infinitely many variables and constraints but where each constraint has only finitely many variables. This class includes virtually all infinite horizon planning problems modeled as infinite stage linear programs. Examples include infinite horizon production planning under time-varying demands and equipment replacement under t...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1998
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.23.1.239