Parametric network utility maximization problem

被引：0
|
作者：
Lutbat Yadamsuren
Enkhbat Rentsen
Suk-Hwan Lee
Won-Joo Hwang
机构：
[1] Inje University,Department of Information and Communications System, UHRC
[2] National University of Mongolia,Department of Mathematics and Computer
[3] Tongmyong University,Department of Information Security
来源：
Optimization Letters | 2014年 / 8卷
关键词：
Utility maximization; Parametric optimization; Lipschitz function; Pathfollowing method;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We show how to solve the parametric utility maximization problem with a continuous parameter in a finite number of steps in order to obtain a solution with given accuracy. Also, we propose a new approach for the discretization of time for the parametric utility maximization problem with Lipschitz utility function. Some numerical results are provided.
引用
收藏
页码：889 / 901
页数：12
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