Solvability in infinite horizon optimization

DOI10.1016/j.orl.2015.07.003zbMath1408.90306OpenAlexW892566935MaRDI QIDQ1785414

Irina S. Dolinskaya, Robert L. Smith, Timothy D. Lortz, Archis Ghate

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.07.003

zbMATH Keywords

dynamic programmingcoalescenceforecast horizons

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (1)

Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes

Cites Work

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• Conditions for the discovery of solution horizons
• Conditions for the Existence of Planning Horizons
• Extreme point characterizations for infinite network flow problems
• Detecting planning horizons in deterministic infinite horizon optimal control
• The Dynamic Lot Size Model With Stochastic Demands: A Decision Trorizon Study
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
• Detection of minimal forecast horizons in dynamic programs with multiple indicators of the future

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