A finite algorithm for solving infinite dimensional optimization problems

DOI10.1023/A:1010964322204zbMath0997.90097OpenAlexW1558426585MaRDI QIDQ5948173

Robert L. Smith, Irwin E. Schochetman

Publication date: 31 October 2001

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

Full work available at URL: https://doi.org/10.1023/a:1010964322204

zbMATH Keywords

optimal controlcontinuous time optimizationinfinite horizon optimizationproduction control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

A Linear Programming Approach to Sequential Hypothesis Testing

This page was built for publication: A finite algorithm for solving infinite dimensional optimization problems