This is a preview. Log in through your library . Abstract We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).

The death of mathematician George Dantzig is a scientific watershed. Dantzig developed "linear programming" and the simplex method, used to solve complex efficiency problems for large organizations.

This paper describes the Criss-Cross Method of solving linear programming problems. The method, a primal-dual scheme, normally begins with a problem solution that is neither primal nor dual feasible, ...