Linear Programming Over An Infinite Horizon
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Linear Programming Over An Infinite Horizon
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Author : J.J.M. Evers
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Linear Programming Over An Infinite Horizon written by J.J.M. Evers and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
On The Initial State Vector In Linear Infinite Horizon Programming
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Author : J. J. M. Evers
language : en
Publisher:
Release Date : 1974
On The Initial State Vector In Linear Infinite Horizon Programming written by J. J. M. Evers and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.
Constrained Optimization Of Linear Systems For Infinite Horizon Problems
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Author : Charles Roger Glassey
language : en
Publisher:
Release Date : 1965
Constrained Optimization Of Linear Systems For Infinite Horizon Problems written by Charles Roger Glassey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Control theory categories.
Some methods of optimal control theory are extended with a view toward applications to production and inventory control. A linear, discrete time, deterministic system with vector state and decision variables is optimized relative to a quadratic criterion. The optimal control is shown to be piecewise linear in the state vector when the decision is constrained to be nonnegative, and an algorithm is presented for computing optimal controls. The following results are obtained for the infinite horizon unconstrained problem with no discounting of future costs: (1) necessary conditions for convergence of optimal N-period policies. (2) optimal properties of this limit policy. These results are applied to modify the finite horizon algorithm to obtain optimal controls for the infinite horizon constrained problem. Results of some computations are presented. (Author).
Duality Theory And Finite Horizon Approximations For Discrete Time Infinite Horizon Convex Programs
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Author : Alexander Nicolaos Svoronos
language : en
Publisher:
Release Date : 1985
Duality Theory And Finite Horizon Approximations For Discrete Time Infinite Horizon Convex Programs written by Alexander Nicolaos Svoronos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Convex programming categories.
Approximating Solutions In Infinite Horizon Optimization
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Author : William Paul Cross
language : en
Publisher:
Release Date : 1995
Approximating Solutions In Infinite Horizon Optimization written by William Paul Cross and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Convex Analysis And Mathematical Economics
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Author : J. Kriens
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Convex Analysis And Mathematical Economics written by J. Kriens and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
On February 20, 1978, the Department of Econometrics of the University of Tilburg organized a symposium on Convex Analysis and Mathematical th Economics to commemorate the 50 anniversary of the University. The general theme of the anniversary celebration was "innovation" and since an important part of the departments' theoretical work is con centrated on mathematical economics, the above mentioned theme was chosen. The scientific part of the Symposium consisted of four lectures, three of them are included in an adapted form in this volume, the fourth lec ture was a mathematical one with the title "On the development of the application of convexity". The three papers included concern recent developments in the relations between convex analysis and mathematical economics. Dr. P.H.M. Ruys and Dr. H.N. Weddepohl (University of Tilburg) study in their paper "Economic theory and duality", the relations between optimality and equilibrium concepts in economic theory and various duality concepts in convex analysis. The models are introduced with an individual facing a decision in an optimization problem. Next, an n person decision problem is analyzed, and the following concepts are defined: optimum, relative optimum, Nash-equilibrium, and Pareto-optimum.
Duality In Infinite Dimensional Linear Programming
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Author :
language : en
Publisher:
Release Date : 1990
Duality In Infinite Dimensional Linear Programming written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Markov Decision Processes With Applications To Finance
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Author : Nicole Bäuerle
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-06
Markov Decision Processes With Applications To Finance written by Nicole Bäuerle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-06 with Mathematics categories.
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).
Linear Programming In Infinite Dimensional Spaces
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Author : Edward J. Anderson
language : en
Publisher: John Wiley & Sons
Release Date : 1987
Linear Programming In Infinite Dimensional Spaces written by Edward J. Anderson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Mathematics categories.
Infinite-dimensional linear programs; Algebraic fundamentals; Topology and duality. Semi-infinite linear programs; The mass-transfer problem; Maximal flow in a dynamic network; Continuous linear programs; Other infinite linear programs; Index.
Markov Decision Processes In Practice
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Author : Richard J. Boucherie
language : en
Publisher: Springer
Release Date : 2017-03-10
Markov Decision Processes In Practice written by Richard J. Boucherie and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-10 with Business & Economics categories.
This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach. The book is divided into six parts. Part 1 is devoted to the state-of-the-art theoretical foundation of MDP, including approximate methods such as policy improvement, successive approximation and infinite state spaces as well as an instructive chapter on Approximate Dynamic Programming. It then continues with five parts of specific and non-exhaustive application areas. Part 2 covers MDP healthcare applications, which includes different screening procedures, appointment scheduling, ambulance scheduling and blood management. Part 3 explores MDP modeling within transportation. This ranges from public to private transportation, from airports and traffic lights to car parking or charging your electric car . Part 4 contains three chapters that illustrates the structure of approximate policies for production or manufacturing structures. In Part 5, communications is highlighted as an important application area for MDP. It includes Gittins indices, down-to-earth call centers and wireless sensor networks. Finally Part 6 is dedicated to financial modeling, offering an instructive review to account for financial portfolios and derivatives under proportional transactional costs. The MDP applications in this book illustrate a variety of both standard and non-standard aspects of MDP modeling and its practical use. This book should appeal to readers for practitioning, academic research and educational purposes, with a background in, among others, operations research, mathematics, computer science, and industrial engineering.