scholarly journals Asymptotic lower bounds for optimal tracking: A linear programming approach

2017 ◽  
Vol 27 (4) ◽  
pp. 2455-2514 ◽  
Author(s):  
Jiatu Cai ◽  
Mathieu Rosenbaum ◽  
Peter Tankov
Keyword(s):  
Linear Programming ◽  
Lower Bounds ◽  
Programming Approach ◽  
Optimal Tracking ◽  
Linear Programming Approach

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
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