Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
DOI10.1137/19M1268847zbMath1461.90070arXiv1810.03658MaRDI QIDQ5853565
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona
Publication date: 10 March 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03658
Markov chainsstationary distributionsoccupation measuresmoment boundsouter approximationsexit distributionscountably infinite linear programs
Computational methods in Markov chains (60J22) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)
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