The equivalence of linear programs and zero-sum games.
Ilan AdlerPublished in: Int. J. Game Theory (2013)
Keyphrases
- linear program
- linear programming
- semi infinite
- stochastic programming
- optimal strategy
- optimal solution
- column generation
- multistage stochastic
- objective function
- simplex method
- primal dual
- np hard
- mixed integer
- linear programming problems
- dynamic programming
- imperfect information
- interior point
- linear inequalities
- interior point methods
- integer program
- extreme points
- mixed integer linear program
- quadratic program
- nelder mead
- mathematical programming
- particle swarm optimization
- strongly polynomial