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Operations research, linear programming, control theory, systems theory, optimal control, game theory

3 votes
3 answers
790 views

An Optimization problem

The following unusual optimization problem came up and I don't know where to begin: Maximize over the real variables $x_1, \dots, x_n$ the sum $$ S = \sum_{r = 1}^n \frac{1}{x_1 + \dots + x_r} $$ sub …
1 vote
2 answers
170 views

Bound on expression from probability distributions

I came across this issue while trying to combine multiple probability distributions into a single distribution which approximates them all simultaneously. This boils down to maximizing this expression …