Kanti Swarup, Linear Fractional Functionals Programming, Operations Research, Vol. 13, No. 6 (Nov. - Dec., 1965), pp. 1029-1036 ...

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 ...