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TITLE: Simplex algorithm for continuous linear programs
SPEAKER: Dr. Gideon Weiss
ABSTRACT:
I will motivate continuous linear programs by describing a problem of finite horizon transient control of a multi-class queueing network. I will give the formulation of a separated continuous linear program with linear objective and right hand side, and its symmetric reverse time dual. I will describe the structure of the optimal solutions, in the case that measurable bounded solutions exist, and illustrate the simplex algorithm for its solution. Finally, I will discuss full duality, when impulse controls at time 0 are allowed.
