scholarly journals Symmetric Strong Duality for a Class of Continuous Linear Programs with Constant Coefficients

2014 ◽  
Vol 24 (3) ◽  
pp. 1102-1121 ◽  
Author(s):  
Evgeny Shindin ◽  
Gideon Weiss
Keyword(s):  
Strong Duality ◽  
Linear Programs ◽  
Continuous Linear ◽  
Constant Coefficients

scholarly journals Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

2013 ◽  
Vol 45 (2) ◽  
pp. 490-519 ◽  
Author(s):  
Xianping Guo ◽  
Mantas Vykertas ◽  
Yi Zhang
Keyword(s):  
Markov Decision Processes ◽  
Optimal Policy ◽  
Continuous Time ◽  
Strong Duality ◽  
Performance Measure ◽  
Decision Processes ◽  
Linear Programs ◽  
Constrained Problems ◽  
Markov Decision ◽  
Unconstrained Problem

In this paper we study absorbing continuous-time Markov decision processes in Polish state spaces with unbounded transition and cost rates, and history-dependent policies. The performance measure is the expected total undiscounted costs. For the unconstrained problem, we show the existence of a deterministic stationary optimal policy, whereas, for the constrained problems with N constraints, we show the existence of a mixed stationary optimal policy, where the mixture is over no more than N+1 deterministic stationary policies. Furthermore, the strong duality result is obtained for the associated linear programs.

On the Solutions of a Class of Continuous Linear Programs

1994 ◽  
Vol 32 (5) ◽  
pp. 1289-1296 ◽  
Author(s):  
Edward J. Anderson ◽  
Andrew B. Philpott
Keyword(s):  
Linear Programs ◽  
Continuous Linear

Solution Algorithms for a Class of Continuous Linear Programs with Fuzzy Valued Objective Functions

2010 ◽  
Vol 2 (1) ◽  
pp. 5-26
Author(s):  
Mohammad Mehdi Nasrabadi ◽  
Mohammad Ali Yaghoobi ◽  
Mashaallah Mashinchi
Keyword(s):  
Linear Programs ◽  
Continuous Linear ◽  
Objective Functions ◽  
Solution Algorithms
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