This paper studies the problem of simultaneously smoothing production and inventory and setting advertising levels. The models given are linear programming models, assuming a deterministic ...

Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...

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.

This project aims at popularizing the usage of numerical methods, and in particular, linear programming techniques, for solving various types of information- and incentive-constrained problems in ...