Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Designing an equitable and efficient tax structure is one of the most important tasks of public sector decision makers. The tax-structuring problem is characterized by many often conflicting ...

This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...