JSTOR Daily

Weighted Simplex Procedures for Determining Boundary Points and Constants for the Univariate and Multivariate Power Methods

The power methods are simple and efficient algorithms used to generate either univariate or multivariate nonnormal distributions with specified values of (marginal) mean, standard deviation, skew, and ...
JSTOR Daily

The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate

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 ...
Harvard Business School

A Degeneracy Exploiting LU Factorization for the Simplex Method

Perold, André. "A Degeneracy Exploiting LU Factorization for the Simplex Method." In Large Scale Linear Programming, edited by G. B. Dantzig, M. A. H. Dempster, and Markku Kallio. Laxenburg, Austria: ...