Abstract
In this paper we investigate the asymptotic stability of dynamic, multiple-objective linear programs. In particular, we show that a generalization of the optimal partition stabilizes for a large class of data functions. This result is based on a new theorem about asymptotic sign-solvable systems. The stability properties of the generalized optimal partition are used to address a dynamic version of the nonsubstitution theorem.
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All research was conducted at Trinity University and was supported by NSF Grant 0097366.
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Cayton, L., Herring, R., Holder, A. et al. Asymptotic sign-solvability, multiple objective linear programming, and the nonsubstitution theorem. Math Meth Oper Res 64, 541–555 (2006). https://doi.org/10.1007/s00186-006-0095-z
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DOI: https://doi.org/10.1007/s00186-006-0095-z