This paper presents three algorithms for solving linear programming problems in which some or all of the objective function coefficients are specified in terms of intervals. Which algorithm is ...

We consider the multi-armed bandit problem. We show that when the state space is finite the computation of the dynamic allocation indices can be handled by linear programming methods.

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...