Finite dimensional approximation in infinite dimensional mathematical programming

DOI10.1007/BF01586057zbMath0763.90099OpenAlexW2035320001MaRDI QIDQ1196721

Robert L. Smith, Irwin E. Schochetman

Publication date: 16 January 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01586057

zbMATH Keywords

reachabilityproduction planningstopping ruleinfinite horizon optimizationlower staircase structureseparable, doubly infinite mathematical programsolution set convergencetie-breaking algorithmvalue convergence

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Production models (90B30) Programming in abstract spaces (90C48) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (16)

Robust optimization in countably infinite linear programs ⋮ A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems ⋮ A stochastic programming approach for planning horizons of infinite horizon capacity planning problems ⋮ Infinite horizon programs; convergence of approximate solutions ⋮ On the Euler equation approach to discrete-time nonstationary optimal control problems ⋮ Inverse optimization in semi-infinite linear programs ⋮ Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ Duality in Countably Infinite Monotropic Programs ⋮ An isotonic regression problem for infinite-dimensional parameters ⋮ Solving nonstationary infinite horizon dynamic optimization problems ⋮ Duality in infinite dimensional linear programming ⋮ Policy iteration for robust nonstationary Markov decision processes ⋮ Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem ⋮ A simplex algorithm for minimum-cost network-flow problems in infinite networks ⋮ A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs ⋮ A Simplex Method for Countably Infinite Linear Programs

Cites Work

• Convergence of selections with applications in optimization
• Stationary dual prices and depreciation
• Conditions for the Existence of Planning Horizons
• Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Infinite Horizon Optimization
• Convex infinite horizon programs
• Turnpike Theory
• Finite horizon approximations of infinite horizon linear programs
• Infinite Horizon Programs
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