Input optimization for infinite-horizon discounted programs

DOI10.1007/BF00941823zbMath0644.90097OpenAlexW2053764129MaRDI QIDQ1102875

Adi Ben-Israel, Sjur Didrik Flåm

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941823

zbMATH Keywords

value iterationoptimal consumptionoptimality principleoptimal plansdiscounted infinite-horizon programsdiscrete time dynamic program

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62)

Related Items (3)

On the computation of the optimal cost function for discrete time Markov models with partial observations ⋮ Constructive Dual DP for Reservoir Optimization ⋮ Dual dynamic programming for linear production/inventory systems

Cites Work

• Inverse theorem in dynamic programming. I
• Nonlinear functional analysis and optimal economic growth
• Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
• Approximation Algorithms for Certain Scheduling Problems
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