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Existence and Discovery of Average Optimal Solutions in Deterministic Infinite Horizon Optimization

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Publication:2757542
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DOI10.1287/moor.23.2.416zbMath0977.90080OpenAlexW1998487231MaRDI QIDQ2757542

Irwin E. Schochetman, Robert L. Smith

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.23.2.416


zbMATH Keywords

infinite horizonaverage costsequential decision making


Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Programming in abstract spaces (90C48)


Related Items (3)

Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls ⋮ Infinite horizon optimality criteria for equipment replacement under technological change ⋮ Markov perfect equilibrium existence for a class of undiscounted infinite-horizon dynamic games







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