Degeneracy in infinite horizon optimization

被引：0

作者：

机构：

[1] Ryan, Sarah M.

[2] Bean, James C.

来源：

Ryan, Sarah M. | 1600年 / 43期

关键词：

Degeneracy - Infinite Horizon Optimization - Near Optimal Forecast Horizon - Sequential Decision Problems;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[1] DEGENERACY IN INFINITE HORIZON OPTIMIZATION
RYAN, SM
BEAN, JC
MATHEMATICAL PROGRAMMING, 1989, 43 (03) : 305 - 316
[2] INFINITE HORIZON OPTIMIZATION
SCHOCHETMAN, IE
SMITH, RL
MATHEMATICS OF OPERATIONS RESEARCH, 1989, 14 (03) : 559 - 574
[3] Solvability in infinite horizon optimization
Lortz, Timothy D.
Dolinskaya, Irina S.
Ghate, Archis
Smith, Robert L.
OPERATIONS RESEARCH LETTERS, 2015, 43 (05) : 498 - 503
[4] Extremals Flows and Infinite Horizon Optimization
Agrachev, Andrei A.
Chittaro, Francesca C.
MATHEMATICAL CONTROL THEORY AND FINANCE, 2008, : 1 - 13
[5] EXISTENCE RESULTS AND FINITE-HORIZON APPROXIMATES FOR INFINITE HORIZON OPTIMIZATION PROBLEMS
FLAM, SD
WETS, RJB
ECONOMETRICA, 1987, 55 (05) : 1187 - 1209
[6] AN INFINITE-HORIZON MULTISTAGE DYNAMIC OPTIMIZATION PROBLEM
BABAD, HR
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1995, 86 (03) : 529 - 552
[7] NECESSARY CONDITIONS FOR OPTIMALITY IN A PROBLEM OF OPTIMIZATION WITH INFINITE HORIZON
JANIN, R
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1979, 289 (13): : 651 - 653
[8] OPTIMALITY CONDITIONS IN INFINITE HORIZON OPTIMIZATION BY CONTINGENT DERIVATIVE
Hassani, S.
Mammadov, M. A.
PACIFIC JOURNAL OF OPTIMIZATION, 2018, 14 (03): : 451 - 462
[9] Portfolio optimization models on infinite-time horizon
Pang, T
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2004, 122 (03) : 573 - 597
[10] Portfolio Optimization Models on Infinite-Time Horizon
T. Pang
Journal of Optimization Theory and Applications, 2004, 122 : 573 - 597

← 1 2 3 4 5 →