Solving nonstationary infinite horizon dynamic optimization problems

DOI10.1006/jmaa.1999.6694zbMath1073.90565OpenAlexW1982928247MaRDI QIDQ1977807

Robert L. Smith, Alfredo Daniel Garcia

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

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

Related Items (5)

Forecast horizons for a class of dynamic games ⋮ A stochastic programming approach for planning horizons of infinite horizon capacity planning problems ⋮ Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes ⋮ Policy iteration for robust nonstationary Markov decision processes ⋮ Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons

Cites Work

• 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 programs; convergence of approximate solutions
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• Infinite Horizon Optimization
• Minimizing a Submodular Function on a Lattice
• Monotone Comparative Statics
• Unnamed Item

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