The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

Finite horizon control problems, discounted and undiscounted infinite horizon problems, average cost problems. Dynamic programming equations. Value and policy iteration methods, linear programming ...

F S Hillier & G J Lieberman, Introduction to Operations Research, 9th edition (2009) (7th edition of Hillier & Lieberman (2000) is also acceptable). Wayne Winston, Operational Research; Applications ...