Inverse optimization in countably infinite linear programs

DOI10.1016/J.ORL.2015.02.004MaRDI QIDQ1785341zbMATH OpenOpenAlexFDO

Authors Archis Ghate

Publication date 28 September 2018

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2015.02.004

zbMATH Keywords

duality theoryinfinite-dimensional optimizationnon-stationary Markov decision processes

Mathematics Subject Classification ID

Linear programming (90C05) Semi-infinite programming (90C34) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• scientific article; zbMATH DE number 4029251 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• A linear programming approach to nonstationary infinite-horizon Markov decision processes
• A shadow simplex method for infinite linear programs
• A simplex algorithm for minimum-cost network-flow problems in infinite networks
• Duality in infinite dimensional linear programming
• Extreme point characterizations for infinite network flow problems
• Generalized inverse multiobjective optimization with application to cancer therapy
• Infinite Horizon Stochastic Programs
• Infinite dimensional analysis. A hitchhiker's guide
• Inverse Optimization
• Shadow prices in infinite-dimensional linear programming
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

Cited in

(10)

• Inverse conic linear programs in Banach spaces
• Inverse optimization with noisy data
• Inverse optimization in semi-infinite linear programs
• Dynamic costs and moral hazard: a duality-based approach
• Inverse optimization for multi-objective linear programming
• On the structure of the inverse-feasible region of a linear program
• Robust inverse optimization
• Quantile inverse optimization: improving stability in inverse linear programming
• Decomposition and Adaptive Sampling for Data-Driven Inverse Linear Optimization
• Inverse optimization in minimum cost flow problems on countably infinite networks

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