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Improved capabilities and sophistication of mathematical programming systems (model builders, report generators, and mixed integer codes) have considerably expanded the size and scope of real life ...
We provide a new approach to the numerical computation of moments of the exit time distribution of Markov processes. The method relies on a linear programming formulation of a process exiting from a ...
But linear programming models and Soviet policy maintained fixed prices. Kantorovich's Nobel co-winner Yale Professor Tjalling C. Koopmans observed the model only worked if one could also control ...