Solving the cost to go with time penalization using the Lagrange optimization approach

DOI10.1007/s00500-020-05556-6OpenAlexW3132531426MaRDI QIDQ2099888

Julio B. Clempner

Publication date: 21 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-020-05556-6

zbMATH Keywords

optimizationMarkov chainscontinuous timeLagrangetime penalization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Deterministic scheduling theory in operations research (90B35)

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