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 ...

Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith, Simplex Algorithm for Countable-State Discounted Markov Decision Processes, Operations Research, Vol ...

About the same time, he invented the “simplex method,” an algorithm for solving linear programming problems.