INFINITE-HORIZON DYNAMIC-PROGRAMMING MODELS - PLANNING-HORIZON FORMULATION

被引:13
|
作者
MORTON, TE
机构
关键词
D O I
10.1287/opre.27.4.730
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:730 / 742
页数:13
相关论文
共 50 条
  • [21] An infinite-horizon model of dynamic membership of international environmental agreements
    Rubio, Santiago J.
    Ulph, Alistair
    JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT, 2007, 54 (03) : 296 - 310
  • [22] Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
    Kamihigashi, Takashi
    Yao, Masayuki
    OPTIMIZATION, 2016, 65 (10) : 1899 - 1908
  • [23] Increasing returns in infinite-horizon economies
    Shannon, C
    REVIEW OF ECONOMIC STUDIES, 1997, 64 (01): : 73 - 96
  • [24] Transversality condition for infinite-horizon problems
    Intl. School for Advanced Studies, Trieste, Italy
    J. Optim. Theory Appl., 3 (671-688):
  • [25] Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
    Chen, Ying
    Liu, Feng
    Rosenberger, Jay M.
    Chen, Victoria C. P.
    Kulvanitchaiyanunt, Asama
    Zhou, Yuan
    COMPUTERS & OPERATIONS RESEARCH, 2020, 124
  • [26] PROBLEMS OF OPTIMAL INFINITE-HORIZON CONTROL
    PIUNOVSKIY, AB
    SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1990, 28 (06): : 65 - 71
  • [27] Transversality condition for infinite-horizon problems
    Smirnov, GV
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1996, 88 (03) : 671 - 688
  • [28] A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes
    Ghate, Archis
    Smith, Robert L.
    OPERATIONS RESEARCH, 2013, 61 (02) : 413 - 425
  • [29] Infinite-horizon competitive programs are optimal
    Dasgupta, S
    Mitra, T
    JOURNAL OF ECONOMICS-ZEITSCHRIFT FUR NATIONALOKONOMIE, 1999, 69 (03): : 217 - 238
  • [30] Approximate infinite-horizon predictive control
    Beckenbach, Lukas
    Streif, Stefan
    2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC), 2022, : 3711 - 3717