Anal., 34 (1997), pp. 1779-1791]. Here we present a proof of the global and linear convergence using the framework introduced in [H. Voss and U. Eckhart, Computing, 25 (1980), pp. 243-251] and give a ...

We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the original simplex method with the most-negative-reduced-cost ...