Article ID: | iaor19982355 |
Country: | Netherlands |
Volume: | 88 |
Issue: | 3 |
Start Page Number: | 550 |
End Page Number: | 562 |
Publication Date: | Feb 1996 |
Journal: | European Journal of Operational Research |
Authors: | Bell Colin E. |
Keywords: | scheduling, programming: integer |
An improving direction for Lagrangean dual prices can be found by solving (or solving approximately) a two person zero-sum game. While this method is impractical in many situations, its practical use is illustrated in a scheduling application. In this implementation, the game is solved approximately by fictitious play.