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

DOI10.1007/s10898-016-0423-7zbMath1370.90191OpenAlexW2292455263MaRDI QIDQ524908

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

zbMATH Keywords

dynamic programmingnonlinear programminginfinite horizon optimizationHölder and Lipschitz continuous functions

Mathematics Subject Classification ID

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

Related Items (3)

On Hölder global optimization method using piecewise affine bounding functions ⋮ Unnamed Item ⋮ Generating $\alpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization

Cites Work

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• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Extension of range of functions
• A Sequential Method Seeking the Global Maximum of a Function

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