The problem is formulated as a Markov decision problem that can be solved via linear programming. The paper shows how to calculate (or estimate) the state-contingent prices that are used to value the ...

Niv Buchbinder, Kamal Jain, Mohit Singh, Secretary Problems via Linear Programming, Mathematics of Operations Research, Vol. 39, No. 1 (February 2014), pp. 190-206 ...

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it.