Solvability in infinite horizon optimization

DOI10.1016/J.ORL.2015.07.003MaRDI QIDQ1785414zbMATH OpenOpenAlexFDO

Authors Timothy D. Lortz, Irina S. Dolinskaya, Archis Ghate, Robert L. Smith

Publication date 28 September 2018

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

Full work available at URL https://doi.org/10.1016/j.orl.2015.07.003

zbMATH Keywords

dynamic programmingcoalescenceforecast horizons

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• Infinite Horizon Optimization
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Cites work

• scientific article; zbMATH DE number 38300 (Why is no real title available?)
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Conditions for the Existence of Planning Horizons
• Conditions for the discovery of solution horizons
• Detecting planning horizons in deterministic infinite horizon optimal control
• Detection of minimal forecast horizons in dynamic programs with multiple indicators of the future
• Extreme point characterizations for infinite network flow problems
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
• The Dynamic Lot Size Model With Stochastic Demands: A Decision Trorizon Study

Cited in

(9)

• Conditions for infinite horizon optimization problems: three additional assumptions
• scientific article; zbMATH DE number 1099087 (Why is no real title available?)
• Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
• scientific article; zbMATH DE number 38300 (Why is no real title available?)
• Solution existence for time-varying infinite horizon quadratic programming
• Solving nonstationary infinite horizon dynamic optimization problems
• Degeneracy in infinite horizon optimization
• Infinite Horizon Optimization
• On the solvability of the Yakubovich linear-quadratic infinite horizon minimization problem

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