Optimal solutions to the infinite horizon problems: constructing the optimum as the limit of the solutions for the finite horizon problems

DOI10.1016/j.na.2009.03.066zbMath1239.49038arXiv0803.4046MaRDI QIDQ425777

Takashi Gyoshin Nitta, Dapeng Cai

Publication date: 9 June 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.4046

zbMATH Keywords

discounting; infinite horizon optimization

Mathematics Subject Classification ID

49K40: Sensitivity, stability, well-posedness

49M05: Numerical methods based on necessary conditions

Related Items

Transversality conditions for infinite horizon variational problems on time scales, A linearized relaxing algorithm for the specific nonlinear optimization problem, Global optimization for the sum of certain nonlinear functions

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