This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model. achieved selecting proper stage cost terminal for OCP. A very useful particular case OCP is Model Predictive (MPC) scheme where deterministic (possibly nonlinear...

We consider a special class of optimization problems that we call Mathematical Programs with Vanishing Constraints, MPVC for short, which serves as a unified framework for several applications in structural and topology optimization. Since an MPVC most often violates stronger standard constraint qualification, first-order necessary optimality conditions, weaker than the standard KKT-conditions,...

We show that the stopping criteria used in many support vector machine (SVM) algorithms working on the dual can be interpreted as primal optimality bounds which in turn are known to be important for the statistical analysis of SVMs. To this end we revisit the duality theory underlying the derivation of the dual and show that in many interesting cases primal optimality bounds are the same as kno...

In the present paper we demonstrate application of single-objective and multi-objective optimization methods for solving problem ship design characteristics optimization. The impact analysis local criteria on values elements a has been carried out. most frequently used multicriteria their to substantiation, with taking into account requirements seakeeping economic efficiency are considered. res...

We consider a multiple criterion Boolean programming problem with MINMAX partial criteria. The extreme level of independent perturbations of partial criteria parameters such that efficient (Pareto optimal) solution preserves optimality was obtained. MSC: 90C29, 90C31

When dealing with multi-criteria decision making problems, the concept of Pareto-optimality and Pareto-dominance may be inefficient (e.g. generally multiple solutions exist), especially when there is a large number of criteria. Our paper considers the fuzzy multi-criteria decision making problem based on Zadeh’s linguistic approach to P-optimality and P-dominance. The construction, analysis and...

We consider a multiple criterion Boolean programming problem with MINMAX partial criteria. The extreme level of independent perturbations of partial criteria parameters such that efficient (Pareto optimal) solution preserves optimality was obtained. MSC: 90C29, 90C31