| Abstract: | The class of continuous-time linear programming problems under the assumption that the constraints are satisfied almost everywhere in the time interval 0,?T]?is taken into account in this article. Under this assumption, its corresponding discretized problems cannot be formulated by equally dividing the time interval 0,?T]?as subintervals of 0,?T]?. In this article, we also introduce the perturbed continuous-time linear programming problems to prove the strong duality theorem when the constraints are assumed to be satisfied a.e. in 0,?T]?. |
