Infinite Horizon Optimization
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Publication:3833893
DOI10.1287/MOOR.14.3.559zbMATH Open0677.90084OpenAlexW1966091678MaRDI QIDQ3833893FDOQ3833893
Authors: Irwin E. Schochetman, Robert L. Smith
Publication date: 1989
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/7684
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Hausdorff metricset convergencediscounted costinfinite horizon optimizationset of algorithmically optimal solutions
Cited In (31)
- Solving undiscounted infinite horizon optimization problems: a nonstandard approach
- Circumventing the Slater conundrum in countably infinite linear programs
- Duality in convex minimum cost flow problems on infinite networks and hypernetworks
- Infinite horizon programs; convergence of approximate solutions
- Optimal solutions to the infinite horizon problems: constructing the optimum as the limit of the solutions for the finite horizon problems
- Solving nonstationary infinite horizon dynamic optimization problems
- Optimality criteria for deterministic discrete-time infinite horizon optimization
- Existence and discovery of average optimal solutions in deterministic infinite horizon optimization
- Duality in Countably Infinite Monotropic Programs
- Duality in infinite dimensional linear programming
- Finite dimensional approximation in infinite dimensional mathematical programming
- Dynamic programming based algorithms for the discounted \(\{0-1\}\) knapsack problem
- A reduction of topological infinite-horizon optimization to periodic optimization in a class of compact 2-manifolds
- A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
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- Solvability in infinite horizon optimization
- Affine Structure and Invariant Policies for Dynamic Programs
- Duality for optimization problems with infinite sums
- A Duality Theory for Infinite-Horizon Optimization of Concave Input/Ouput Processes
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- Duality for extended infinite monotropic optimization problems
- A finite algorithm for solving infinite dimensional optimization problems
- Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems
- A simplex algorithm for minimum-cost network-flow problems in infinite networks
- Infinite Horizon Stochastic Programs
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
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- Pointwise versions of the maximum theorem with applications in optimization
- Policy iteration for robust nonstationary Markov decision processes
- Degeneracy in infinite horizon optimization
- Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
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