Výsledky vyhledávání - "finite-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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Robust synthesis in l(1) - A globally optimal solution Autor Khammash, M, Salapaka, M V, Van Voorhis, T

“… The method developed utilizes linear relaxation techniques to solve the infinite-dimensional nonconvex problem via finite-dimensional linear programming problems. (Author)…”
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Robust synthesis in (1): a globally optimal solution Autor Khammash, M, Salapaka, M V, Van Voorhis, T

“… The method developed utilizes linear relaxation techniques to solve the infinite dimensional nonconvex problem via finite dimensional linear programming problems…”
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Robust synthesis in /sub 1/: a globally optimal solution Autor Khammash, M., Salapaka, M.V., Van Voorhis, T.

“… The method developed utilizes linear relaxation techniques to solve the infinite dimensional nonconvex problem via finite dimensional linear programming problems…”
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Robust synthesis in sub(1): a globally optimal solution Autor Khammash, M, Salapaka, M V, Van Voorhis, T

“… The method developed utilizes linear relaxation techniques to solve the infinite dimensional nonconvex problem via finite dimensional linear programming problems…”
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On the valuation of barrier and american options in local volatility models with jumps Autor Eriksson, Bjorn

“…In this thesis two novel approaches to pricing of barrier and American options are developed in the setting of local volatility models with jumps: the moments…”
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On the forces that cable webs under tension can support and how to design cable webs to channel stresses Autor Bouchitté, Guy, Mattei, Ornella, Milton, Graeme W, Seppecher, Pierre

“… ,  , …,  in the two- and three-dimensional cases. Specifically, the existence of a web is guaranteed by a necessary and sufficient condition on the loading which corresponds to a finite 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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A method of moments approach to pricing double barrier contracts driven by a general class of jump diffusions Autor Eriksson, Bjorn, Pistorius, Martijn

“… Subsequently approximating those systems by finite dimensional linear programming problems, upper and lower bounds for the prices of such options are found…”
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A method of moments approach to pricing double barrier contracts driven by a general class of jump diffusions Autor Eriksson, Bjorn, Pistorius, Martijn

“… Subsequently approximating those systems by finite dimensional linear programming problems, upper and lower bounds for the prices of such options are found…”
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Q domain sub/super-optimization linear programming methods for MIMO l/sub 1/ control problems Autor Casavola, A., Famularo, D.

“… Finite dimensional sub/super approximations can be determined by considering two sequences of modified finite dimensional linear programming problems derived directly from the YJBK parameterization…”
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Turan Extremum Problem for Periodic Function with Small Support Autor Gorbachev, D V, Manoshina, A S

“… \(h=p/q\) is equivalent two finite-dimensional linear programming problems. Here there are exact results for rational \(h=2/q\), \(h=p/(2p+1)\), \(h=3/q…”
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Topics in density estimation Autor Hengartner, Niklaus Walter

“…Estimation of the mixing density of a Poisson mixture. In a first step, we investigate the estimation of linear functionals of the mixing distribution from…”
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Numerical enclosures of the optimal cost of the Kantorovitch’s mass transportation problem Autor Delanoue, Nicolas, Lhommeau, Mehdi, Lucidarme, Philippe

“… The problem is relaxed to a finite dimensional linear programming problem whose optimum is a lower bound to the optimum of the initial one…”
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An applicable method for solving the shortest path problems Autor Zamirian, M., Farahi, M.H., Nazemi, A.R.

“… The optimal measure representing the shortest path problem is approximated by the solution of a finite dimensional linear programming problem…”
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Optimal shape design of iron pole section of electromagnet Autor Nazemi, A.R., Farahi, M.H., Mehne, H.H.

“… To do so, an embedding procedure is applied. The resulting problem can be approximated by a finite-dimensional linear programming problem…”
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The minimization of the fuel costs in the train transportation Autor Effati, S., Roohparvar, H.

“… dimensional linear programming problem, then by the optimal solution of the final problem we obtain sub-optimal controls and then by these controls we obtain the approximate solution of the original problem. In the second method, we will using dynamic programming as iteration for solving optimal control problem…”
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On an optimal shape design problem to control a thermoelastic deformation under a prescribed thermal treatment Autor Mehne, H.H., Farahi, M.H., Esfahani, J.A.

“… The optimization problem in measure space is then approximated by a linear programming problem. The optimal measure representing optimal shape is approximated by the solution of this finite-dimensional linear programming problem…”
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On solving constrained shape optimization problems for finding the optimum shape of a bar cross-section Autor Mehne, H.H.

“… The optimization problem in measure space is then approximated by a linear programming problem. The optimal measure representing optimal shape is approximated by the solution of this finite dimensional linear programming problem…”
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Transformation to a fixed domain in LP modelling for a class of optimal shape design problems Autor H. Hashemi Mehne, M. H. Farahi

“…A class of optimal shape design problems is studied in this paper. The boundary shape of a domain is determined such that the solution of the underlying…”
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