infinite linear programming
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A note on primal-dual stability in infinite linear programming

2020 ◽  
Vol 14 (8) ◽  
pp. 2247-2263
Author(s):  
Miguel A. Goberna ◽  
Marco A. López ◽  
Andrea B. Ridolfi ◽  
Virginia N. Vera de Serio
Keyword(s):  
Linear Programming ◽  
Infinite Linear Programming ◽  
Primal Dual ◽  
Infinite Linear

scholarly journals On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems

2017 ◽  
Vol 1 (1) ◽  
pp. 134-139 ◽  
Author(s):  
Angeliki Kamoutsi ◽  
Tobias Sutter ◽  
Peyman Mohajerin Esfahani ◽  
John Lygeros
Keyword(s):  
Optimal Control ◽  
Linear Programming ◽  
Optimal Control Problems ◽  
Infinite Horizon ◽  
Control Problems ◽  
Infinite Linear Programming ◽  
Moment Approach ◽  
The Moment ◽  
Infinite Linear

scholarly journals Infinite linear programming and online searching with turn cost

2017 ◽  
Vol 670 ◽  
pp. 11-22 ◽  
Author(s):  
Spyros Angelopoulos ◽  
Diogo Arsénio ◽  
Christoph Dürr
Keyword(s):  
Linear Programming ◽  
Online Searching ◽  
Infinite Linear Programming ◽  
Infinite Linear

scholarly journals Strong duality and sensitivity analysis in semi-infinite linear programming

2016 ◽  
Vol 161 (1-2) ◽  
pp. 451-485 ◽  
Author(s):  
Amitabh Basu ◽  
Kipp Martin ◽  
Christopher Thomas Ryan
Keyword(s):  
Sensitivity Analysis ◽  
Linear Programming ◽  
Strong Duality ◽  
Infinite Linear Programming ◽  
Infinite Linear

Infinite Linear Programming

2016 ◽  
pp. 87-92
Author(s):  
P. N. Shivakumar ◽  
K. C. Sivakumar ◽  
Yang Zhang
Keyword(s):  
Linear Programming ◽  
Infinite Linear Programming ◽  
Infinite Linear

Computing lower bounds on basket option prices by discretizing semi-infinite linear programming

2015 ◽  
Vol 10 (8) ◽  
pp. 1629-1644 ◽  
Author(s):  
Hyunseok Cho ◽  
Kyoung-Kuk Kim ◽  
Kyungsik Lee
Keyword(s):  
Linear Programming ◽  
Lower Bounds ◽  
Option Prices ◽  
Basket Option ◽  
Infinite Linear Programming ◽  
Infinite Linear

A hybrid method for solving fuzzy semi-infinite linear programming problems

2015 ◽  
Vol 28 (2) ◽  
pp. 879-884 ◽  
Author(s):  
Alireza Fakharzadeh J. ◽  
Somayeh Khosravi
Keyword(s):  
Linear Programming ◽  
Hybrid Method ◽  
Infinite Linear Programming ◽  
Linear Programming Problems ◽  
Infinite Linear

scholarly journals On the sufficiency of finite support duals in semi-infinite linear programming

2014 ◽  
Vol 42 (1) ◽  
pp. 16-20 ◽  
Author(s):  
Amitabh Basu ◽  
Kipp Martin ◽  
Christopher Thomas Ryan
Keyword(s):  
Linear Programming ◽  
Finite Support ◽  
Infinite Linear Programming ◽  
Infinite Linear
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