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…”
Získať plný text

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…”
Získať plný text

On generic uniqueness of optimal solution in an infinite dimensional linear programming problem Autor Levin, V. L.

Získať plný text

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…”
Získať plný text

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…”
Získať plný text

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…”
Získať plný text

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…”
Získať plný text

Approximation of infinite-dimensional linear programming problems Autor Mendiondo, Marta Susana

“…We study a general approximation scheme for infinite-dimensional linear programming (LP…”
Získať plný text

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…”
Získať plný text

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…”
Získať plný text

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…”
Získať plný text

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…”
Získať plný text

PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS Autor Lasserre, J. B., Prieto-Rumeau, T., Zervos, M.

“…‐dimensional linear programming problems involving the moments of appropriate measures, and then develops suitable finite…”
Získať plný text

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…”
Získať plný text

Conditions for Discreteness of the Spectrum to Schrödinger Operator Via Non-increasing Rearrangement, Lagrangian Relaxation and Perturbations Autor Zelenko, Leonid

“…–Shubin criterion and an optimization problem for a set function. This problem is an infinite-dimensional generalization of a binary linear programming problem…”
Získať plný text

Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach Autor González-Hernández, Juan, López-Martínez, Raquiel R., Minjárez-Sosa, J. Adolfo, Gabriel-Arguelles, J. Rigoberto

“… We prove that the corresponding optimal control problem is equivalent to an infinite‐dimensional linear programming problem…”
Získať plný text

A new approach for solving of optimal nonlinear control problems Autor Kamyad, A.V., Keyanpour, M., Farahi, M.H.

“…, we may convert the new optimal control problem to an infinite dimensional linear programming problem…”
Získať plný text

LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems Autor Avrachenkov, Konstantin, Gaitsgory, Vladimir, Gamertsfelder, Lucas

“… that the Cesàro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional linear programming problem and its dual…”
Získať plný text

An applicable method for solving the shortest path problems Autor Zamirian, M., Farahi, M.H., Nazemi, A.R.

“… The shortest path problem can be written as an optimal control problem. Then the resulting distributed control problem is expressed in measure theoretical form, in fact an infinite dimensional linear programming problem…”
Získať plný text

A theoretical measure technique for determining 3D symmetric nearly optimal shapes with a given center of mass Autor Alimorad D, H, Fakharzadeh J, A

“…-theoretical one, replacing this with an equivalent infinite dimensional linear programming problem and approximating schemes…”
Získať plný text