Proximal constrained optimization approach with time penalization

DOI10.1080/0305215X.2018.1519072OpenAlexW2895348265MaRDI QIDQ5059186

Julio B. Clempner, Kristal K. Trejo, Alexander S. Poznyak

Publication date: 23 December 2022

Published in: Engineering Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0305215x.2018.1519072

zbMATH Keywords

convergencecontinuous-time Markov chainsproximal point algorithmtime penalizationcost of moving

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (2)

On three methods for bounding the rate of convergence for some continuous-time Markov chains ⋮ Solving the cost to go with time penalization using the Lagrange optimization approach

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