From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
نویسندگان
چکیده
منابع مشابه
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs in which the performance of the approximation is quantified explicitly. To this end, we adopt the recent developments in two areas of random...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2018
ISSN: 1052-6234,1095-7189
DOI: 10.1137/17m1133087