Input optimization for infinite-horizon discounted programs

DOI10.1007/BF00941823zbMATH Open0644.90097OpenAlexW2053764129MaRDI QIDQ1102875FDOQ1102875

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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• Approximation Algorithms for Certain Scheduling Problems
• Inverse theorem in dynamic programming. I
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• Nonlinear functional analysis and optimal economic growth
• Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
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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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