An asymptotic simplex method for singularly perturbed linear programs

DOI10.1016/S0167-6377(02)00152-9zbMath1010.90045MaRDI QIDQ1866991

Eitan Altman, Jerzy A. Filar, Konstantin E. Avrachenkov

Publication date: 2 April 2003

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

singular perturbationsLaurent seriesasymptotic simplex method

Mathematics Subject Classification ID

Linear programming (90C05) Extreme-point and pivoting methods (90C49)

Related Items (7)

Tropicalizing the Simplex Algorithm ⋮ Gröbner bases in asymptotic analysis of perturbed polynomial programs ⋮ On Near Optimal Control of Systems with Slow Observables ⋮ Constraint augmentation in pseudo-singularly perturbed linear programs ⋮ Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information ⋮ Necessary and sufficient conditions for the inversion of linearly-perturbed bounded linear operators on Banach space using Laurent series ⋮ Singularly perturbed linear programs and Markov decision processes

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