Finite horizon approximations of infinite horizon linear programs

DOI10.1007/BF01593765zbMath0362.90061MaRDI QIDQ4136925

R. C. Grinold

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (16)

A criterion for time aggregation in intertemporal dynamic models ⋮ Optimal vintage capital utilisation. Supportability conditions ⋮ Introducing realistic savings patterns in intertemporal models ⋮ Circumventing the Slater conundrum in countably infinite linear programs ⋮ Stationary dual prices and depreciation ⋮ Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ Approximate receding horizon approach for Markov decision processes: average reward case ⋮ A note on the economics of exhaustible resources under production capacity constraints ⋮ Duality in infinite dimensional linear programming ⋮ Finite dimensional approximation in infinite dimensional mathematical programming ⋮ Approximating infinite horizon stochastic optimal control in discrete time with constraints ⋮ A combined stochastic programming and optimal control approach to personal finance and pensions ⋮ A simplex algorithm for minimum-cost network-flow problems in infinite networks ⋮ A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces ⋮ Convex infinite horizon programs

Cites Work

• Unnamed Item
• Unnamed Item
• Duality overlap in infinite linear programs
• Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage
• Optimal Control of a Graded Manpower System
• Longitudinal manpower planning models
• Convex Analysis
• Linear Programming Solutions for Separable Markovian Decision Problems
• Infinite-Horizon Optimality in an Equipment Replacement and Capacity Expansion Model
• Duality Theory for Infinite Horizon Convex Models

This page was built for publication: Finite horizon approximations of infinite horizon linear programs