This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...

Abstract: The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming ...

ABSTRACT: In this paper a new approach for obtaining an approximation global optimum solution of zero-one nonlinear programming (0-1 NP) problem which we call it Parametric Linearization Approach (P.L ...

Three examples of the applications of linear programming are given, drawn from the manufacture of plywood, the distribution of grain, and industrial fermentation. In each of these widely different ...

Abstract: Loopwise route representation (LRR), which has been recently proposed as an alternative network representation, can determine the optimal path for the vehicle routing problems with a simpler ...