Degeneracy in infinite horizon optimization

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dc.contributor.author Ryan, Sarah McAllister en_US
dc.contributor.author Bean, James C. en_US
dc.date.accessioned 2006-09-11T19:33:06Z
dc.date.available 2006-09-11T19:33:06Z
dc.date.issued 1989-01 en_US
dc.identifier.citation Ryan, Sarah M.; Bean, James C.; (1989). "Degeneracy in infinite horizon optimization." Mathematical Programming 43 (1-3): 305-316. <http://hdl.handle.net/2027.42/47919> en_US
dc.identifier.issn 0025-5610 en_US
dc.identifier.issn 1436-4646 en_US
dc.identifier.uri http://hdl.handle.net/2027.42/47919
dc.description.abstract We consider sequential decision problems over an infinite horizon. The forecast or solution horizon approach to solving such problems requires that the optimal initial decision be unique. We show that multiple optimal initial decisions can exist in general and refer to their existence as degeneracy. We then present a conceptual cost perturbation algorithm for resolving degeneracy and identifying a forecast horizon. We also present a general near-optimal forecast horizon. en_US
dc.format.extent 539433 bytes
dc.format.extent 3115 bytes
dc.format.mimetype application/pdf
dc.format.mimetype text/plain
dc.language.iso en_US
dc.publisher Springer-Verlag; The Mathematical Programming Society, Inc. en_US
dc.subject.other Perturbation en_US
dc.subject.other Near-optimal Forecast Horizon en_US
dc.subject.other Mathematical and Computational Physics en_US
dc.subject.other Numerical and Computational Methods en_US
dc.subject.other Operation Research/Decision Theory en_US
dc.subject.other Forecast or Solution Horizons en_US
dc.subject.other Infinite Horizon Optimization en_US
dc.subject.other Mathematical Methods in Physics en_US
dc.subject.other Sequential Decision Problems en_US
dc.subject.other Degeneracy en_US
dc.subject.other Calculus of Variations and Optimal Control en_US
dc.subject.other Optimization en_US
dc.subject.other Combinatorics en_US
dc.subject.other Mathematics en_US
dc.subject.other Mathematics of Computing en_US
dc.subject.other Numerical Analysis en_US
dc.title Degeneracy in infinite horizon optimization en_US
dc.type Article en_US
dc.subject.hlbsecondlevel Mathematics en_US
dc.subject.hlbtoplevel Science en_US
dc.description.peerreviewed Peer Reviewed en_US
dc.contributor.affiliationum Department of Industrial and Operations Engineering, University of Michigan, 48109, Ann Arbor, MI, USA en_US
dc.contributor.affiliationother Department of Industrial Engineering, University of Pittsburgh, 15261, Pittsburgh, PA, USA en_US
dc.contributor.affiliationumcampus Ann Arbor en_US
dc.description.bitstreamurl http://deepblue.lib.umich.edu/bitstream/2027.42/47919/1/10107_2005_Article_BF01582295.pdf en_US
dc.identifier.doi http://dx.doi.org/10.1007/BF01582295 en_US
dc.identifier.source Mathematical Programming en_US
dc.owningcollname Interdisciplinary and Peer-Reviewed
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