Approximation Schemes for Infinite Linear Programs
From MaRDI portal
Publication:4229458
Recommendations
Cited in
(34)- scientific article; zbMATH DE number 7232801 (Why is no real title available?)
- A separation principle for partially observed control of singular stochastic processes
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
- An approximation scheme for the Kantorovich-Rubinstein problem on compact spaces
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- A semidefinite programming approach to the generalized problem of moments
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
- Duality in Countably Infinite Monotropic Programs
- On the consistency of the mass transfer problem
- Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis
- Some properties on quadratic infinite programs of integral type
- Some remarks on the infinite-dimensional problems of linear programming
- Finite dimensional approximation in infinite dimensional mathematical programming
- Solving the drift control problem
- Optimization and approximation for polyhedra in separable Hilbert spaces
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
- scientific article; zbMATH DE number 3174750 (Why is no real title available?)
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- A convex analytic approach to risk-aware Markov decision processes
- Infinite horizon programs; convergence of approximate solutions
- Linear programming approach to the optimal stopping of singular stochastic processes
- The Lagrange approach to infinite linear programs
- Approximation Limits of Linear Programs (Beyond Hierarchies)
- scientific article; zbMATH DE number 1217739 (Why is no real title available?)
- Dynamic mechanism design with hidden income and hidden actions
- Infinite linear programming
- scientific article; zbMATH DE number 3896702 (Why is no real title available?)
- Approximate solutions to H2 / H problems via sequences of H2-cost/ H2-constraint optimization problems
- A metaheuristic for a numerical approximation to the mass transfer problem
- Dynamic costs and moral hazard: a duality-based approach
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Multiresolution analysis applied to the Monge-Kantorovich problem
This page was built for publication: Approximation Schemes for Infinite Linear Programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4229458)