Infinite horizon programs; convergence of approximate solutions

DOI10.1007/BF02283604zbMath0717.90093MaRDI QIDQ2638967

Sjur Didrik Flåm, Alain Fougeres

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

calculus of variationsdiscrete timeexponential growthconvex analysisBolza problemsinfinite- horizon, dynamic programsunbounded single-period cost functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (2)

On the Euler equation approach to discrete-time nonstationary optimal control problems ⋮ Solving nonstationary infinite horizon dynamic optimization problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Capital accumulation and the optimization of renewable resource models
• Finite dimensional approximation in infinite dimensional mathematical programming
• Conditions for the discovery of solution horizons
• Integrals which are convex functionals. II
• Some Theoretical Results on the Economics of Forestry
• Deterministic and stochastic optimization problems of bolza type in discrete time
• Conditions for the Existence of Planning Horizons
• Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
• Infinite Horizon Optimization
• Convex infinite horizon programs
• Convex Analysis
• Duality Theory for Infinite Horizon Convex Models

This page was built for publication: Infinite horizon programs; convergence of approximate solutions