Literatura académica sobre el tema "Infinite-Dimensional linear programming"
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Artículos de revistas sobre el tema "Infinite-Dimensional linear programming"
Appa, Gautam, Edward J. Anderson y Peter Nash. "Linear Programming in Infinite-Dimensional Spaces". Journal of the Operational Research Society 40, n.º 1 (enero de 1989): 109. http://dx.doi.org/10.2307/2583085.
Texto completoAppa, Gautam. "Linear Programming in Infinite-Dimensional Spaces". Journal of the Operational Research Society 40, n.º 1 (enero de 1989): 109–10. http://dx.doi.org/10.1057/jors.1989.13.
Texto completoRomeijn, H. Edwin, Robert L. Smith y James C. Bean. "Duality in infinite dimensional linear programming". Mathematical Programming 53, n.º 1-3 (enero de 1992): 79–97. http://dx.doi.org/10.1007/bf01585695.
Texto completoLópez, M. A. "Linear programming in infinite-dimensional spaces". European Journal of Operational Research 36, n.º 1 (julio de 1988): 134–35. http://dx.doi.org/10.1016/0377-2217(88)90019-7.
Texto completoRomeijn, H. Edwin y Robert L. Smith. "Shadow Prices in Infinite-Dimensional Linear Programming". Mathematics of Operations Research 23, n.º 1 (febrero de 1998): 239–56. http://dx.doi.org/10.1287/moor.23.1.239.
Texto completoHo, Tvu-Ying, Yuung-Yih Lur y Soon-Yi Wu. "The Difference between Finite Dimensional Linear Programming Problems and Infinite Dimensional Linear Programming Problems". Journal of Mathematical Analysis and Applications 207, n.º 1 (marzo de 1997): 192–205. http://dx.doi.org/10.1006/jmaa.1997.5279.
Texto completoTaksar, Michael I. "Infinite-Dimensional Linear Programming Approach to SingularStochastic Control". SIAM Journal on Control and Optimization 35, n.º 2 (marzo de 1997): 604–25. http://dx.doi.org/10.1137/s036301299528685x.
Texto completoVinh, N. T., D. S. Kim, N. N. Tam y N. D. Yen. "Duality gap function in infinite dimensional linear programming". Journal of Mathematical Analysis and Applications 437, n.º 1 (mayo de 2016): 1–15. http://dx.doi.org/10.1016/j.jmaa.2015.12.043.
Texto completoBalbas, Alejandro y Antonio Heras. "Duality theory for infinite-dimensional multiobjective linear programming". European Journal of Operational Research 68, n.º 3 (agosto de 1993): 379–88. http://dx.doi.org/10.1016/0377-2217(93)90194-r.
Texto completoKariotoglou, Nikolaos, Maryam Kamgarpour, Tyler H. Summers y John Lygeros. "The Linear Programming Approach to Reach-Avoid Problems for Markov Decision Processes". Journal of Artificial Intelligence Research 60 (4 de octubre de 2017): 263–85. http://dx.doi.org/10.1613/jair.5500.
Texto completoTesis sobre el tema "Infinite-Dimensional linear programming"
Badikov, Sergey. "Infinite-dimensional linear programming and model-independent hedging of contingent claims". Thesis, Imperial College London, 2017. http://hdl.handle.net/10044/1/59069.
Texto completoLeutscher, de las Nieves Marcos. "Contributions to the linear programming approach for mean field games and its applications to electricity markets". Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAG010.
Texto completoThis thesis presents three main contributions related to the linear programming approach for mean field games (MFGs).The first part of the thesis is concerned with the theoretical aspects of MFGs allowing simultaneously for optimal stopping, stochastic control and absorption. Using the linear programming formulation for this type of MFGs, a general existence result for MFG Nash equilibria is derived under mild assumptions by means of Kakutani-Fan-Glicksberg's fixed point theorem. This relaxation method is shown to be equivalent to the controlled/stopped martingale approach for MFGs, another relaxation method used in earlier papers in the pure control case. Furthermore, under appropriate conditions, we show that our notion of solution satisfies a partial differential equation (PDE) system, allowing to compare our results with the PDE literature.The second part focuses on a numerical algorithm for approximating the MFG Nash equilibrium taking advantage of the linear programming approach. The convergence of this algorithm is shown for two classes of MFG, MFGs with optimal stopping and absorption, and MFGs with stochastic control and absorption. The numerical scheme belongs to the class of learning procedures. In particular, we apply the Fictitious Play algorithm where the best response at each iteration is computed by solving a linear programming problem.The last part of the thesis deals with an application of MFGs to the long term dynamics of the electricity industry. Different macroeconomic and climate policy scenarios are possible for the coming years, and the exact scenario remains uncertain. Therefore, conventional or renewable producers aiming to exit or enter the market, respectively, are facing uncertainty about the future carbon price and climate policies. Both classes of producers interact through the electricity market price. Nash equilibrium strategies over stopping times are considered and the problem is analyzed through a MFG model. To this end, we develop the linear programming approach for MFGs of optimal stopping with common noise and partial information in discrete time. We show the existence of an MFG Nash equilibrium and the uniqueness of the equilibrium market price. Finally, we extend the numerical algorithm developed in the second part of the thesis to illustrate the model with an empirical example inspired by the UK electricity market
Bo-JyunJian y 簡伯均. "An algorithm for infinite-dimensional linear programming problems on Lp space". Thesis, 2010. http://ndltd.ncl.edu.tw/handle/35605374250240399546.
Texto completo國立成功大學
數學系應用數學碩博士班
98
This thesis studies the infinite-dimensional linear programming problems of integral type. The decision variable is taken in the Lp space where 1<p<infty and required to have an upper bound and a lower bound by continuous functions on a compact interval. To simplify the original problems, we transform them to equivalent problems. Two numerical algorithms are proposed for solving these problems and the convergence properties of the algorithms are given. Some numerical examples are also given to implement the proposed algorithms.
Libros sobre el tema "Infinite-Dimensional linear programming"
Anderson, E. J. Linear programming in infinite-dimensional spaces: Theory and applications. Chichester [West Sussex]: Wiley, 1987.
Buscar texto completo1954-, Anderson E. J. y Philpott A. B. 1956-, eds. Infinite programming: Proceedings of an International Symposium on Infinite Dimensional Linear Programming, held at Churchill College, Cambridge, United Kingdom, September 7-10, 1984. Berlin: Springer-Verlag, 1985.
Buscar texto completoBanks, H. Thomas. Optimal feedback control infinite dimensional parabolic evolution systems: Approximation techniques. Hampton, Va: National Aeronautics and Space Administration, Langley Research Center, 1989.
Buscar texto completoN, Iusem Alfredo, ed. Totally convex functions for fixed points computation and infinite dimensional optimization. Dordrecht: Kluwer Academic Publishers, 2000.
Buscar texto completoPhilpott, Andrew B. y Edward J. Anderson. Infinite Programming: Proceedings of an International Symposium on Infinite Dimensional Linear Programming Churchill College, Cambridge, United Kingdom, September 7-10 1984. Springer London, Limited, 2012.
Buscar texto completoButnariu, D. y A. N. Iusem. Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization. Springer, 2012.
Buscar texto completoButnariu, D. y A. N. Iusem. Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization (Applied Optimization). Springer, 2000.
Buscar texto completoCapítulos de libros sobre el tema "Infinite-Dimensional linear programming"
Rubio, J. E. "Nonlinear Optimal Control Problems as Infinite-Dimensional Linear Programming Problems". En Lecture Notes in Economics and Mathematical Systems, 172–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-46564-2_13.
Texto completo"On the Approximation of an Infinite-Dimensional Linear Programming Problem". En Proceedings of the Eighth International Colloquium on Differential Equations, Plovdiv, Bulgaria, 18–23 August, 1997, 153–60. De Gruyter, 1998. http://dx.doi.org/10.1515/9783112313923-023.
Texto completoActas de conferencias sobre el tema "Infinite-Dimensional linear programming"
Elia, Nicola, Munther A. Dahleh y Ignacio J. Diaz-Bobillo. "Controller Design via Infinite-Dimensional Linear Programming". En 1993 American Control Conference. IEEE, 1993. http://dx.doi.org/10.23919/acc.1993.4793265.
Texto completoFabien, Brian C. "Dynamic System Optimization Using Higher-Order Runge-Kutta Discretization". En ASME 2010 International Mechanical Engineering Congress and Exposition. ASMEDC, 2010. http://dx.doi.org/10.1115/imece2010-39421.
Texto completoFabien, Brian C. "Implementation of an Algorithm for the Direct Solution of Optimal Control Problems". En ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-48750.
Texto completoSaad, Hussein, Eduardo Divo, Sandra Boetcher, Jeff Brown y Alain Kassab. "A Robust and Efficient Thermographic NDE Tool Based on an Inverse VoF Meshless Method". En ASME 2014 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/imece2014-36758.
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