Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems

DOI10.1016/0167-6377(84)90058-0MaRDI QIDQ761344zbMATH OpenOpenAlexFDO

Authors Alain Haurie, Suresh P. Sethi

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90058-0

zbMATH Keywords

maximum principleoptimality principleagreeable plandecision and forecast horizonsinfinite horizon planning modelsoptimal control framework

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

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Cites work

• scientific article; zbMATH DE number 3780047 (Why is no real title available?)
• A Model for Optimizing Production by Reference to Cost Surrogates
• Agreeable Plans With Many Capital Goods
• Conditions for the Existence of Planning Horizons
• Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
• Criteria of optimality in the infinite-time optimal control problem
• Decision and forecast horizons in a stochastic environment: A survey
• Dynamic version of the economic lot size model
• Necessary Conditions for Optimal Control Problems with Infinite Horizons
• On Existence of Overtaking Optimal Trajectories Over an Infinite Time Horizon
• On Existence of Weakly Maximal Programmes in a Multi-Sector Economy
• Optimal control on an infinite time horizon
• Production Planning Over Time and the Nature of the Expectation and Planning Horizon
• Turnpike Theory
• Universal Planning Horizons for Generalized Convex Production Scheduling

Cited in

(9)

• Solving nonstationary infinite horizon dynamic optimization problems
• Detecting planning horizons in deterministic infinite horizon optimal control
• scientific article; zbMATH DE number 4126154 (Why is no real title available?)
• Non-causal models in long term planning via set contractive optimal control methods
• Optimal choice for finite and infinite horizons
• Properties of repetitive control of partially observed processes
• Long horizon versus short horizon planning in dynamic optimization problems with incomplete information
• Uniformly overtaking and weakly overtaking optimal solutions in infinite horizon optimal control: When optimal solutions are agreeable
• scientific article; zbMATH DE number 4090248 (Why is no real title available?)

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