Convex infinite horizon programs

DOI10.1007/BF02591719zbMath0493.90069OpenAlexW2049290128MaRDI QIDQ3956749

R. C. Grinold

Publication date: 1983

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591719

zbMATH Keywords

optimality conditionsend effectsmulti-stage programmingapproximation to optimalityinfinite convex programmingsequence of finite time horizon programs

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (8)

Introducing realistic savings patterns in intertemporal models ⋮ Circumventing the Slater conundrum in countably infinite linear programs ⋮ Infinite horizon programs; convergence of approximate solutions ⋮ Delay-Minimizing Capacity Allocation in an Infinite Server-Queueing System ⋮ Duality in infinite dimensional linear programming ⋮ Finite dimensional approximation in infinite dimensional mathematical programming ⋮ Infinite horizon discrete time control problems for bounded processes ⋮ Discrete time Pontryagin principles with infinite horizon

Cites Work

• Duality gaps in semi-infinite linear programming—an approximation problem
• Turnpike Theory
• Finite horizon approximations of infinite horizon linear programs
• Convex Analysis
• Infinite Horizon Programs
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