Input optimization for infinite-horizon discounted programs

DOI10.1007/BF00941823MaRDI QIDQ1102875zbMATH OpenOpenAlexFDO

Authors Adi Ben-Israel, Sjur Didrik Flåm

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00941823

zbMATH Keywords

optimal consumptionvalue iterationoptimality principleoptimal plansdiscounted infinite-horizon programsdiscrete time dynamic program

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 3860834 (Why is no real title available?)
• scientific article; zbMATH DE number 4044567 (Why is no real title available?)
• scientific article; zbMATH DE number 3720707 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• scientific article; zbMATH DE number 3198484 (Why is no real title available?)
• Approximation Algorithms for Certain Scheduling Problems
• Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
• Inverse theorem in dynamic programming. I
• Nonlinear functional analysis and optimal economic growth

Cited in

(3)

• Constructive dual DP for reservoir optimization
• Dual dynamic programming for linear production/inventory systems
• On the computation of the optimal cost function for discrete time Markov models with partial observations

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