Parametric network utility maximization problem

被引：1

作者：

Yadamsuren, Lutbat ^{[1
]}

Rentsen, Enkhbat ^{[2
]}

Lee, Suk-Hwan ^{[3
]}

Hwang, Won-Joo ^{[1
]}

机构：

[1] Inje Univ, UHRC, Dept Informat & Commun Syst, Gimhae, Gyeongnam, South Korea

[2] Natl Univ Mongolia, Dept Math & Comp, Ulaanbaatar, Mongolia

[3] Tongmyong Univ, Dept Informat Secur, Pusan, South Korea

来源：

OPTIMIZATION LETTERS | 2014年 / 8卷 / 03期

关键词：

Utility maximization; Parametric optimization; Lipschitz function; Pathfollowing method; OPTIMIZATION;

D O I：

10.1007/s11590-013-0639-0

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

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

页码：889 / 901

页数：13

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