Inverse optimization in countably infinite linear programs

DOI10.1016/j.orl.2015.02.004zbMath1408.90174OpenAlexW2010459116MaRDI QIDQ1785341

Archis Ghate

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.02.004

zbMATH Keywords

duality theorynon-stationary Markov decision processesinfinite-dimensional optimization

Mathematics Subject Classification ID

Linear programming (90C05) Semi-infinite programming (90C34) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Inverse conic linear programs in Banach spaces ⋮ Dynamic costs and moral hazard: a duality-based approach ⋮ Inverse optimization for multi-objective linear programming ⋮ Inverse optimization in semi-infinite linear programs ⋮ On the structure of the inverse-feasible region of a linear program ⋮ Robust inverse optimization ⋮ Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming

Cites Work

• Duality in infinite dimensional linear programming
• Infinite dimensional analysis. A hitchhiker's guide
• Shadow Prices in Infinite-Dimensional Linear Programming
• Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy
• A Shadow Simplex Method for Infinite Linear Programs
• Extreme point characterizations for infinite network flow problems
• A simplex algorithm for minimum-cost network-flow problems in infinite networks
• Inverse Optimization
• Infinite Horizon Stochastic Programs
• A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
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