Výsledky vyhľadávania - Infinite-dimensional linear programming problems

The Difference between Finite Dimensional Linear Programming Problems and Infinite Dimensional Linear Programming Problems Autor Ho, Tvu-Ying, Lur, Yuung-Yih, Wu, Soon-Yi

“…This paper studies the difference between finite-dimensional linear programming problems and infinite dimensional linear programming problems…”
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Necessary and Sufficient Conditions for Qualitative Properties of Infinite Dimensional Linear Programming Problems Autor Khanh, Pham Duy, Mo, Tran Hong, Tran, Trinh T. T.

“…Necessary and sufficient conditions for qualitative properties of infinite dimensional linear programing problems such as solvability, duality, and complementary slackness conditions are studied in this article…”
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On generic uniqueness of optimal solution in an infinite dimensional linear programming problem Autor Levin, V. L.

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Approximate solutions and error bounds for a class of continuous-time linear programming problems Autor Wen, Ching-Feng, Lur, Yung-Yih, Lai, Hang-Chin

“…In this article, we discuss a class of continuous-time linear programming (CLP) problems. We provide a discrete approximation procedure to find numerical…”
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Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control Autor Mendiondo, Marta Susana, Stockbridge, Richard H.

“…We study a general approximation scheme for infinite-dimensional linear programming (LP…”
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A recurrence method for a special class of continuous time linear programming problems Autor Wen, Ching-Feng, Lur, Yung-Yih, Wu, Yan-Kuen

“…This article studies a numerical solution method for a special class of continuous time linear programming problems denoted by ( SP…”
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Affine Variational Inequalities on Normed Spaces Autor Yen, Nguyen Dong, Yang, Xiaoqi

“… It is shown that infinite-dimensional quadratic programming problems and infinite-dimensional linear fractional vector optimization problems can be studied by using affine variational inequalities…”
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Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm Autor Balbás, Alejandro, Balbás, Raquel, Mayoral, Silvia

“…The minimization of general risk functions is becoming more and more important in portfolio choice theory and optimal hedging. There are two major reasons…”
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Converging outer approximations to global attractors using semidefinite programming Autor Schlosser, Corbinian, Korda, Milan

“… The approach taken follows an established line of reasoning, where we first characterize the global attractor via an infinite dimensional linear programming problem (LP…”
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Approximation of infinite-dimensional linear programming problems Autor Mendiondo, Marta Susana

“…We study a general approximation scheme for infinite-dimensional linear programming (LP…”
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An improved numerical method for solving a class of continuous-time linear programming problems Autor Ching-Feng Wen, Chien-Shih Huang

“…In this paper we consider a class of infinite-dimensional linear programming problems, called continuous-time linear programming problems (CLP…”
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Linear Programming Approach to Optimal Control Problems with Unbounded State Constraint Autor Shvartsman, Ilya

“… It is known that these problems are related to certain infinite-dimensional linear programming problems, but to facilitate the analysis of these LP problems, it is usually assumed that all admissible…”
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Geometry of vectorial martingale optimal transportations and duality Autor Lim, Tongseok

“…The theory of Optimal Transport and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice…”
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Optimal design of experiments via linear programming Autor Burclova, Katarina, Pazman, Andrej

“… as “infinite-dimensional” linear programming problems. The same approach is applied to combination of these optimality criteria and to the “criterion robust” problem of Harman (Metrika 60:137–153, 2004…”
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Algebraic duality theorems for infinite LP problems Autor PINTER, Miklós

“…In this paper, we consider a primal–dual infinite linear programming problem-pair, i.e…”
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The four-block model matching problem in l1 and infinite-dimensional linear programming Autor STAFFANS, O. J

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Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control Autor Gaitsgory, Vladimir, Rossomakhine, Sergey

“… Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems…”
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Financial economics without probabilistic prior assumptions Autor Riedel, Frank

“…The treatment of uncertainty in general equilibrium theory in the style of Arrow and Debreu does not require a prior probability on the state space. Finance…”
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The Four-Block Model Matching Problem in $l^1 $ and Infinite-Dimensional Linear Programming Autor Staffans, Olof J.

“… $. This solution is based on the fact that the model matching problem can be recast as an infinite-dimensional linear programming problem…”
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Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis Autor Delanoue, Nicolas, Lhommeau, Mehdi, Lagrange, Sébastien

“… (weak formulation). Thanks to Interval arithmetic, we provide a relaxation of this infinite-dimensional linear programming problem by a finite dimensional linear programming problem…”
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