Search Results - Infinite-dimensional problems of linear programming*

The Difference between Finite Dimensional Linear Programming Problems and Infinite Dimensional Linear Programming Problems by 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 by 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 by Levin, V. L.

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Approximate solutions and error bounds for a class of continuous-time linear programming problems by 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 by 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 by 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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Converging outer approximations to global attractors using semidefinite programming by 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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Affine Variational Inequalities on Normed Spaces by 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 by 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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Linear Programming Approach to Optimal Control Problems with Unbounded State Constraint by 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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Optimal design of experiments via linear programming by 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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Optimal Recovery of a Family of Operators from Inaccurate Measurements on a Compact Set by Sivkova, E. O.

“…Given a one-parameter family of continuous linear operators , with , we consider the optimal recovery of the values of on the whole space by approximate information on the values of , where runs over a compact set and . We find…”
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An improved numerical method for solving a class of continuous-time linear programming problems by 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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Approximation of infinite-dimensional linear programming problems by Mendiondo, Marta Susana

“…We study a general approximation scheme for infinite-dimensional linear programming (LP…”
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Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control by 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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Geometry of vectorial martingale optimal transportations and duality by 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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Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis by 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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LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems by 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…”
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Convex Computation of the Region of Attraction of Polynomial Control Systems by Henrion, Didier, Korda, Milan

“… We show that the ROA can be computed by solving an infinite-dimensional convex linear programming (LP…”
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Conditions for Discreteness of the Spectrum to Schrödinger Operator Via Non-increasing Rearrangement, Lagrangian Relaxation and Perturbations by 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…”
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