Publikation:

From Infinite to Finite Programs : Explicit Error Bounds with Applications to Approximate Dynamic Programming

Lade...
Vorschaubild

Dateien

Mohajerin-Esfahani_2-91bv235monuw1.PDF
Mohajerin-Esfahani_2-91bv235monuw1.PDFGröße: 769.34 KBDownloads: 13

Datum

2018

Autor:innen

Mohajerin Esfahani, Peyman
Kuhn, Daniel
Lygeros, John

Herausgeber:innen

Kontakt

ISSN der Zeitschrift

Electronic ISSN

ISBN

Bibliografische Daten

Verlag

Schriftenreihe

Auflagebezeichnung

DOI (zitierfähiger Link)
ArXiv-ID

Internationale Patentnummer

Angaben zur Forschungsförderung

Projekt

Open Access-Veröffentlichung
Open Access Green
Core Facility der Universität Konstanz

Gesperrt bis

Titel in einer weiteren Sprache

Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published

Erschienen in

SIAM Journal on Optimization. Society for Industrial and Applied Mathematics (SIAM). 2018, 28(3), S. 1968-1998. ISSN 1052-6234. eISSN 1095-7189. Verfügbar unter: doi: 10.1137/17M1133087

Zusammenfassung

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 randomized optimization and first-order methods, leading to a priori as well as a posteriori performance guarantees. We illustrate the generality and implications of our theoretical results in the special case of the long-run average cost and discounted cost optimal control problems in the context of Markov decision processes on Borel spaces. The applicability of the theoretical results is demonstrated through a fisheries management problem.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
004 Informatik

Schlagwörter

Konferenz

Rezension
undefined / . - undefined, undefined

Forschungsvorhaben

Organisationseinheiten

Zeitschriftenheft

Zugehörige Datensätze in KOPS

Zitieren

ISO 690MOHAJERIN ESFAHANI, Peyman, Tobias SUTTER, Daniel KUHN, John LYGEROS, 2018. From Infinite to Finite Programs : Explicit Error Bounds with Applications to Approximate Dynamic Programming. In: SIAM Journal on Optimization. Society for Industrial and Applied Mathematics (SIAM). 2018, 28(3), S. 1968-1998. ISSN 1052-6234. eISSN 1095-7189. Verfügbar unter: doi: 10.1137/17M1133087
BibTex
@article{MohajerinEsfahani2018Infin-55608,
  year={2018},
  doi={10.1137/17M1133087},
  title={From Infinite to Finite Programs : Explicit Error Bounds with Applications to Approximate Dynamic Programming},
  number={3},
  volume={28},
  issn={1052-6234},
  journal={SIAM Journal on Optimization},
  pages={1968--1998},
  author={Mohajerin Esfahani, Peyman and Sutter, Tobias and Kuhn, Daniel and Lygeros, John}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/55608">
    <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/55608"/>
    <dc:contributor>Sutter, Tobias</dc:contributor>
    <dc:language>eng</dc:language>
    <dcterms:abstract xml:lang="eng">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 randomized optimization and first-order methods, leading to a priori as well as a posteriori performance guarantees. We illustrate the generality and implications of our theoretical results in the special case of the long-run average cost and discounted cost optimal control problems in the context of Markov decision processes on Borel spaces. The applicability of the theoretical results is demonstrated through a fisheries management problem.</dcterms:abstract>
    <dc:creator>Mohajerin Esfahani, Peyman</dc:creator>
    <dc:rights>terms-of-use</dc:rights>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2021-11-22T13:03:42Z</dcterms:available>
    <dc:creator>Kuhn, Daniel</dc:creator>
    <dc:contributor>Lygeros, John</dc:contributor>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dcterms:issued>2018</dcterms:issued>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dc:contributor>Kuhn, Daniel</dc:contributor>
    <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/55608/1/Mohajerin-Esfahani_2-91bv235monuw1.PDF"/>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2021-11-22T13:03:42Z</dc:date>
    <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/55608/1/Mohajerin-Esfahani_2-91bv235monuw1.PDF"/>
    <dcterms:title>From Infinite to Finite Programs : Explicit Error Bounds with Applications to Approximate Dynamic Programming</dcterms:title>
    <dc:creator>Lygeros, John</dc:creator>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/36"/>
    <dc:contributor>Mohajerin Esfahani, Peyman</dc:contributor>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/36"/>
    <dc:creator>Sutter, Tobias</dc:creator>
  </rdf:Description>
</rdf:RDF>

Interner Vermerk

xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter

Kontakt
URL der Originalveröffentl.

Prüfdatum der URL

Prüfungsdatum der Dissertation

Finanzierungsart

Kommentar zur Publikation

Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Nein
Begutachtet
Ja
Diese Publikation teilen