Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem

DOI10.1007/S10898-016-0423-7MaRDI QIDQ524908zbMATH OpenOpenAlexFDO

Authors Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky

Publication date 27 April 2017

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-016-0423-7

zbMATH Keywords

dynamic programmingnonlinear programminginfinite horizon optimizationHölder and Lipschitz continuous functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Boolean programming (90C09)

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Cites work

• scientific article; zbMATH DE number 38300 (Why is no real title available?)
• A Sequential Method Seeking the Global Maximum of a Function
• A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
• Conditions for the Existence of Planning Horizons
• Conditions for the discovery of solution horizons
• Extension of range of functions
• Finite dimensional approximation in infinite dimensional mathematical programming
• Global optimization of Hölder functions
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Handbook of global optimization
• Infinite Horizon Optimization
• Multidimensional bisection: the performance and the context
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Rolling-horizon replenishment: policies and performance analysis

Cited in

(3)

• Generating \(\alpha \)-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
• Global optimization method of multivariate non-Lipschitz functions using tangent minorants
• On Hölder global optimization method using piecewise affine bounding functions

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