| 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.