Solving nonstationary infinite horizon dynamic optimization problems

DOI10.1006/JMAA.1999.6694MaRDI QIDQ1977807zbMATH OpenOpenAlexFDO

Authors Robert L. Smith, Alfredo García

Publication date 14 December 2000

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1999.6694

Mathematics Subject Classification ID

Dynamic programming (90C39) Existence theories for optimal control problems involving ordinary differential equations (49J15) Methods involving semicontinuity and convergence; relaxation (49J45) Production models (90B30)

Recommendations

• Solving nonstationary infinite horizon stochastic production planning problems
• A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes
• Fast Solution and Detection of Minimal Forecast Horizons in Dynamic Programs with a Single Indicator of the Future: Applications to Dynamic Lot-Sizing Models
• Solvability in infinite horizon optimization
• Publication:3991442

Cites work

• scientific article; zbMATH DE number 3843492 (Why is no real title available?)
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems
• Finite dimensional approximation in infinite dimensional mathematical programming
• Infinite Horizon Optimization
• Infinite horizon programs; convergence of approximate solutions
• Minimizing a Submodular Function on a Lattice
• Monotone Comparative Statics

Cited in

(12)

• The infinite horizon dynamic optimization problem revisited: A simple method to determine equilibrium states
• Complex solutions of nonconcave dynamic optimization models
• Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result
• Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons
• Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
• scientific article; zbMATH DE number 1445430 (Why is no real title available?)
• Solving nonstationary infinite horizon stochastic production planning problems
• Policy iteration for robust nonstationary Markov decision processes
• Degeneracy in infinite horizon optimization
• A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
• Forecast horizons for a class of dynamic games
• Solvability in infinite horizon optimization

This page was built for publication: Solving nonstationary infinite horizon dynamic optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1977807)