Littérature scientifique sur le sujet « Infinite-Dimensional linear programming »
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Articles de revues sur le sujet "Infinite-Dimensional linear programming"
Appa, Gautam, Edward J. Anderson et Peter Nash. « Linear Programming in Infinite-Dimensional Spaces ». Journal of the Operational Research Society 40, no 1 (janvier 1989) : 109. http://dx.doi.org/10.2307/2583085.
Texte intégralAppa, Gautam. « Linear Programming in Infinite-Dimensional Spaces ». Journal of the Operational Research Society 40, no 1 (janvier 1989) : 109–10. http://dx.doi.org/10.1057/jors.1989.13.
Texte intégralRomeijn, H. Edwin, Robert L. Smith et James C. Bean. « Duality in infinite dimensional linear programming ». Mathematical Programming 53, no 1-3 (janvier 1992) : 79–97. http://dx.doi.org/10.1007/bf01585695.
Texte intégralLópez, M. A. « Linear programming in infinite-dimensional spaces ». European Journal of Operational Research 36, no 1 (juillet 1988) : 134–35. http://dx.doi.org/10.1016/0377-2217(88)90019-7.
Texte intégralRomeijn, H. Edwin, et Robert L. Smith. « Shadow Prices in Infinite-Dimensional Linear Programming ». Mathematics of Operations Research 23, no 1 (février 1998) : 239–56. http://dx.doi.org/10.1287/moor.23.1.239.
Texte intégralHo, Tvu-Ying, Yuung-Yih Lur et Soon-Yi Wu. « The Difference between Finite Dimensional Linear Programming Problems and Infinite Dimensional Linear Programming Problems ». Journal of Mathematical Analysis and Applications 207, no 1 (mars 1997) : 192–205. http://dx.doi.org/10.1006/jmaa.1997.5279.
Texte intégralTaksar, Michael I. « Infinite-Dimensional Linear Programming Approach to SingularStochastic Control ». SIAM Journal on Control and Optimization 35, no 2 (mars 1997) : 604–25. http://dx.doi.org/10.1137/s036301299528685x.
Texte intégralVinh, N. T., D. S. Kim, N. N. Tam et N. D. Yen. « Duality gap function in infinite dimensional linear programming ». Journal of Mathematical Analysis and Applications 437, no 1 (mai 2016) : 1–15. http://dx.doi.org/10.1016/j.jmaa.2015.12.043.
Texte intégralBalbas, Alejandro, et Antonio Heras. « Duality theory for infinite-dimensional multiobjective linear programming ». European Journal of Operational Research 68, no 3 (août 1993) : 379–88. http://dx.doi.org/10.1016/0377-2217(93)90194-r.
Texte intégralKariotoglou, Nikolaos, Maryam Kamgarpour, Tyler H. Summers et John Lygeros. « The Linear Programming Approach to Reach-Avoid Problems for Markov Decision Processes ». Journal of Artificial Intelligence Research 60 (4 octobre 2017) : 263–85. http://dx.doi.org/10.1613/jair.5500.
Texte intégralThèses sur le sujet "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.
Texte intégralLeutscher, 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.
Texte intégralThis 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 et 簡伯均. « An algorithm for infinite-dimensional linear programming problems on Lp space ». Thesis, 2010. http://ndltd.ncl.edu.tw/handle/35605374250240399546.
Texte intégral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.
Livres sur le sujet "Infinite-Dimensional linear programming"
Anderson, E. J. Linear programming in infinite-dimensional spaces : Theory and applications. Chichester [West Sussex] : Wiley, 1987.
Trouver le texte intégral1954-, Anderson E. J., et Philpott A. B. 1956-, dir. 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.
Trouver le texte intégralBanks, H. Thomas. Optimal feedback control infinite dimensional parabolic evolution systems : Approximation techniques. Hampton, Va : National Aeronautics and Space Administration, Langley Research Center, 1989.
Trouver le texte intégralN, Iusem Alfredo, dir. Totally convex functions for fixed points computation and infinite dimensional optimization. Dordrecht : Kluwer Academic Publishers, 2000.
Trouver le texte intégralPhilpott, Andrew B., et 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.
Trouver le texte intégralButnariu, D., et A. N. Iusem. Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization. Springer, 2012.
Trouver le texte intégralButnariu, D., et A. N. Iusem. Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization (Applied Optimization). Springer, 2000.
Trouver le texte intégralChapitres de livres sur le sujet "Infinite-Dimensional linear programming"
Rubio, J. E. « Nonlinear Optimal Control Problems as Infinite-Dimensional Linear Programming Problems ». Dans 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.
Texte intégral« On the Approximation of an Infinite-Dimensional Linear Programming Problem ». Dans 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.
Texte intégralActes de conférences sur le sujet "Infinite-Dimensional linear programming"
Elia, Nicola, Munther A. Dahleh et Ignacio J. Diaz-Bobillo. « Controller Design via Infinite-Dimensional Linear Programming ». Dans 1993 American Control Conference. IEEE, 1993. http://dx.doi.org/10.23919/acc.1993.4793265.
Texte intégralFabien, Brian C. « Dynamic System Optimization Using Higher-Order Runge-Kutta Discretization ». Dans ASME 2010 International Mechanical Engineering Congress and Exposition. ASMEDC, 2010. http://dx.doi.org/10.1115/imece2010-39421.
Texte intégralFabien, Brian C. « Implementation of an Algorithm for the Direct Solution of Optimal Control Problems ». Dans ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-48750.
Texte intégralSaad, Hussein, Eduardo Divo, Sandra Boetcher, Jeff Brown et Alain Kassab. « A Robust and Efficient Thermographic NDE Tool Based on an Inverse VoF Meshless Method ». Dans 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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