Conditions for the discovery of solution horizons

DOI10.1007/BF01581244MaRDI QIDQ2368078zbMATH OpenOpenAlexFDO

Authors James C. Bean, Robert L. Smith

Publication date 22 August 1993

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

Full work available at URL https://doi.org/10.1007/bf01581244

zbMATH Keywords

discrete infinite horizon optimizationdynamic programminginfinite directed networkoptimal searchshortest pathundiscounted Markov decision processes

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Markov and semi-Markov decision processes (90C40)

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Cites work

• A Finite Renewal Algorithm for the Knapsack and Turnpike Models
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Aggregation in Dynamic Programming
• Approximating an Infinite Stage Search Problem with a Finite Horizon Model
• Arbitrary State Markovian Decision Processes
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
• Conditions for the Existence of Planning Horizons
• Forecast horizons for the discounted dynamic lot-size problem allowing speculative motive
• scientific article; zbMATH DE number 38300 (Why is no real title available?)
• Imbedding posets in the integers
• Minimal forecast horizon procedures for dynamic lot size models
• Non-negative matrices and Markov chains. 2nd ed
• On the open-loop solution of linear stochastic optimal control problems
• Optimal Capacity Expansion Over an Infinite Horizon
• Rolling Planning Horizons: Error Bounds for the Dynamic Lot Size Model
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• Turnpike Theory

Cited in

(12)

• Effective information for offline stochastic feedback and optimal control of dynamic systems
• Solvability in infinite horizon optimization
• A greedy algorithm for finding maximum spanning trees in infinite graphs
• A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
• Infinite horizon programs; convergence of approximate solutions
• Existence and discovery of average optimal solutions in deterministic infinite horizon optimization
• A simplex algorithm for minimum-cost network-flow problems in infinite networks
• Solutions fiables à horizon fini d'un problème stoehastique de recherche optimale sous contrainte
• Infinite Horizon Optimization
• scientific article; zbMATH DE number 38300 (Why is no real title available?)
• Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
• Effective information horizon length in measuring off-line performance of stochastic dynamic systems

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