Pages that link to "Item:Q4136925"
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The following pages link to Finite horizon approximations of infinite horizon linear programs (Q4136925):
Displaying 17 items.
- Circumventing the Slater conundrum in countably infinite linear programs (Q319852) (← links)
- Introducing realistic savings patterns in intertemporal models (Q1094313) (← links)
- Stationary dual prices and depreciation (Q1106093) (← links)
- A note on the economics of exhaustible resources under production capacity constraints (Q1166403) (← links)
- Duality in infinite dimensional linear programming (Q1184338) (← links)
- Finite dimensional approximation in infinite dimensional mathematical programming (Q1196721) (← links)
- A criterion for time aggregation in intertemporal dynamic models (Q1330900) (← links)
- Optimal vintage capital utilisation. Supportability conditions (Q1332919) (← links)
- Approximate receding horizon approach for Markov decision processes: average reward case (Q1414220) (← links)
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs (Q2063190) (← links)
- Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- A simplex algorithm for minimum-cost network-flow problems in infinite networks (Q3632966) (← links)
- Convex infinite horizon programs (Q3956749) (← links)
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces (Q5853565) (← links)
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes (Q6116235) (← links)
- Duality in convex minimum cost flow problems on infinite networks and hypernetworks (Q6496346) (← links)