Abstract
Unlike in finite dimensions, a basic feasible solution characterization of extreme points does not hold in countably infinite linear programs. We develop regularity conditions under which such a characterization is possible. Applications to infinite network flow problems and non-stationary Markov decision processes are presented.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 7-10 |
| Number of pages | 4 |
| Journal | Operations Research Letters |
| Volume | 37 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 2009 |
| Externally published | Yes |
Keywords
- Infinite network flow problems
- Non-stationary Markov decision processes
- Strictly positive support
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