Circumventing the Slater conundrum in countably infinite linear programs

DOI10.1016/j.ejor.2015.04.026zbMath1346.90573OpenAlexW2037249457MaRDI QIDQ319852

Archis Ghate

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.04.026

zbMATH Keywords

Markov decision processesshadow pricesinfinite-dimensional linear optimization

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05) Semi-infinite programming (90C34) Markov and semi-Markov decision processes (90C40)

Related Items (8)

Robust optimization in countably infinite linear programs ⋮ A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems ⋮ Inverse optimization in semi-infinite linear programs ⋮ An extension of the Kaliszewski cone to non-polyhedral pointed cones in infinite-dimensional spaces ⋮ Duality in Countably Infinite Monotropic Programs ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces ⋮ A Simplex Method for Countably Infinite Linear Programs

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