Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
From MaRDI portal
Publication:524908
DOI10.1007/s10898-016-0423-7zbMath1370.90191OpenAlexW2292455263MaRDI QIDQ524908
Robert L. Smith, Seksan Kiatsupaibul, Zelda B. Zabinsky
Publication date: 27 April 2017
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-016-0423-7
dynamic programmingnonlinear programminginfinite horizon optimizationHölder and Lipschitz continuous functions
Related Items (3)
On Hölder global optimization method using piecewise affine bounding functions ⋮ Unnamed Item ⋮ Generating $\alpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
Cites Work
- Unnamed Item
- Multidimensional bisection: the performance and the context
- Finite dimensional approximation in infinite dimensional mathematical programming
- Global optimization of univariate Lipschitz functions. I: Survey and properties
- Handbook of global optimization
- Global optimization of Hölder functions
- Conditions for the discovery of solution horizons
- A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
- Conditions for the Existence of Planning Horizons
- Rolling-horizon replenishment: Policies and performance analysis
- Infinite Horizon Optimization
- Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
- Extension of range of functions
- A Sequential Method Seeking the Global Maximum of a Function
This page was built for publication: Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
