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

DOI10.1007/S10898-016-0423-7zbMATH Open1370.90191OpenAlexW2292455263MaRDI QIDQ524908FDOQ524908

Robert L. Smith, Seksan Kiatsupaibul, 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

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zbMATH Keywords

dynamic programmingnonlinear programminginfinite horizon optimization[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+and+Lipschitz+continuous+functions&go=Go H��lder and Lipschitz continuous functions]

Mathematics Subject Classification ID

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

Cites Work

• Handbook of global optimization
• Finite dimensional approximation in infinite dimensional mathematical programming
• Extension of range of functions
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Infinite Horizon Optimization
• Rolling-horizon replenishment: Policies and performance analysis
• A Sequential Method Seeking the Global Maximum of a Function
• Multidimensional bisection: the performance and the context
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Global optimization of Hölder functions
• Conditions for the discovery of solution horizons
• A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
• Conditions for the Existence of Planning Horizons
• Title not available (Why is that?)

Cited In (3)

• On Hölder global optimization method using piecewise affine bounding functions
• Generating $\alpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
• Title not available (Why is that?)

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