Approximation Schemes for Infinite Linear Programs

From MaRDI portal
Publication:4229458

DOI10.1137/S1052623497315768zbMath0912.90219OpenAlexW2105260964MaRDI QIDQ4229458

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 22 February 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623497315768




Related Items

Unnamed ItemThe Lagrange approach to infinite linear programsAn approximation scheme for the Kantorovich-Rubinstein problem on compact spacesDynamic costs and moral hazard: a duality-based approachConstrained Markov control processes with randomized discounted cost criteria: infinite linear programming approachMultiresolution analysis applied to the Monge-Kantorovich problemFrom Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic ProgrammingSome properties on quadratic infinite programs of integral typeDual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision ProcessesDuality in Countably Infinite Monotropic ProgramsApproximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertaintyModeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theoremOn the consistency of the mass transfer problemA metaheuristic for a numerical approximation to the mass transfer problemDynamic mechanism design with hidden income and hidden actionsA semidefinite programming approach to the generalized problem of momentsA separation principle for partially observed control of singular stochastic processesSuboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal ConsumptionNonlinear optimal control: a numerical scheme based on occupation measures and interval analysisSolving the drift control problemApproximations of Countably Infinite Linear Programs over Bounded Measure SpacesLinear programming approach to the optimal stopping of singular stochastic processesA Convex Analytic Approach to Risk-Aware Markov Decision Processes