On The Computational Solution of Linear Programming Problems Involving Almost-Block-Diagonal Matrices

Richard Bellman
Additional contact information
Richard Bellman: The RAND Corporation

Management Science, 1957, vol. 3, issue 4, 403-406

Abstract: In this paper we wish to attack a problem which arises from the study of weakly coupled economic systems, or alternatively from the study of multi-stage processes with almost-independent stages. Here the "weakness" of coupling and the "almost-independence" is measured by the number of state variables at one stage which depend on the variables of the preceding stage. By means of the functional equation technique of dynamic programming, we shall show that the computational solution can be reduced to that of the computation of a sequence of functions of one variable, in the particular problem we treat.

Date: 1957
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.3.4.403 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:3:y:1957:i:4:p:403-406

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().