Bohm, V.
For a linear program it is shown that the optimal policy set behaves continuously if the constraint vector changes on the set for which the program has a solution. The result implies that there exists a continuous optimal policy function for which a construction is indicated.
Bibliographic reference |
Bohm, V.. On the continuity of the optimal policy set for linear programs. In: SIAM Journal on Applied Mathematics, Vol. 28, no. 2, p. 303-306 (1975) |
Permanent URL |
http://hdl.handle.net/2078.1/66727 |