Article ID: | iaor20102917 |
Volume: | 37 |
Issue: | 1 |
Start Page Number: | 7 |
End Page Number: | 10 |
Publication Date: | Jan 2009 |
Journal: | Operations Research Letters |
Authors: | Smith Robert L, Ghate Archis |
Unlike in finite dimensions, a basic feasible solution characterization of extreme points does not hold in countably infinite linear programs. We develop regularity conditions under which such a characterization is possible. Applications to infinite network flow problems and non-stationary Markov decision processes are presented.