Aggregated occupation measures and linear programming approach to constrained impulse control problems

نویسندگان

چکیده

For a constrained optimal impulse control problem of an abstract dynamical system, we introduce the occupation measures along with aggregated and present two associated linear programs. We prove that programs are equivalent under appropriate conditions, each program gives rise to strategy in original problem. In particular, show absence relaxation gap. By means example, also detailed comparison introduced here related notions literature.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Linear programming on SS-fuzzy inequality constrained problems

In this paper, a linear optimization problem is investigated whose constraints are defined with fuzzy relational inequality. These constraints are formed as the intersection of two inequality fuzzy systems and Schweizer-Sklar family of t-norms. Schweizer-Sklar family of t-norms is a parametric family of continuous t-norms, which covers the whole spectrum of t-norms when the parameter is changed...

متن کامل

A goal programming approach for fuzzy flexible linear programming problems

 We are concerned with solving Fuzzy Flexible Linear Programming (FFLP) problems. Even though, this model is very practical and is useful for many applications, but there are only a few methods for its situation. In most approaches proposed in the literature, the solution process needs at least, two phases where each phase needs to solve a linear programming problem. Here, we propose a method t...

متن کامل

Fuzzy Goal Programming Approach to Chance Constrained Multilevel Programming Problems

This paper presents a fuzzy goal programming (FGP) procedure for solving multilevel programming problems (MLPPs) having chance constraints in large hierarchical decision organizations. In the proposed approach, first the chance constraints of a problem are converted into their respective deterministic equivalent in the decision making context. Then, the objective functions of decision makers (D...

متن کامل

A Linear Programming Approach to Semidefinite Programming Problems

A semidefinite programming problem can be regarded as a convex nonsmooth optimization problem, so it can be represented as a semi-infinite linear programming problem. Thus, in principle, it can be solved using a cutting plane approach; we describe such a method. The cutting plane method uses an interior point algorithm to solve the linear programming relaxations approximately, because this resu...

متن کامل

A Stochastic Programming Approach to Resource-Constrained Assignment Problems

We address the resource-constrained generalizations of the assignment problem with uncertain resource capacities, where the resource capacities have an unknown distribution that can be sampled. We propose three stochastic programming-based formulations that can be used to solve this problem, and provide exact and approximate solution techniques for the resulting models. We also present numerica...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2021

ISSN: ['0022-247X', '1096-0813']

DOI: https://doi.org/10.1016/j.jmaa.2021.125070