The following pages link to (Q4547444):
Displaying 20 items.
- Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794) (← links)
- Circumventing the Slater conundrum in countably infinite linear programs (Q319852) (← links)
- Understanding and using linear programming (Q852298) (← links)
- The many facets of linear programming (Q1849524) (← links)
- Semi-algebraic approximation using Christoffel-Darboux kernel (Q2067503) (← links)
- The stochastic shortest path problem: a polyhedral combinatorics perspective (Q2183321) (← links)
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
- Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
- (Q3335548) (← links)
- (Q3651502) (← links)
- (Q4363767) (← links)
- Grey linear programming, its solving approach, and its application (Q4694923) (← links)
- (Q5004830) (← links)
- On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs (Q5085149) (← links)
- On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs (Q5220188) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- Linear Programming Isn't Always the Answer (Q5378749) (← links)
- A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Two direct methods in linear programming (Q5935423) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
