ABSTRACT. The linear programming approach to approximate dynamic programming has received considerable attention in the recent network revenue management (RM) literature. A major challenge of the ...

This paper derives and tests a new linear programming (LP) approach to bond portfolio management. The model elicits possible tax-clientele effects in the pricing of U.S. Government coupon bonds and ...

This paper illustrates use of minimum cost linear programming techniques with reference to a Great Plains wheat farm. It compares the optimum organization of enterprises developed by minimum cost and ...