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Degeneracy in infinite horizon optimization

dc.contributor.authorRyan, Sarah McAllisteren_US
dc.contributor.authorBean, James C.en_US
dc.date.accessioned2006-09-11T19:33:06Z
dc.date.available2006-09-11T19:33:06Z
dc.date.issued1989-01en_US
dc.identifier.citationRyan, 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.issn0025-5610en_US
dc.identifier.issn1436-4646en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/47919
dc.description.abstractWe 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.extent539433 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherSpringer-Verlag; The Mathematical Programming Society, Inc.en_US
dc.subject.otherPerturbationen_US
dc.subject.otherNear-optimal Forecast Horizonen_US
dc.subject.otherMathematical and Computational Physicsen_US
dc.subject.otherNumerical and Computational Methodsen_US
dc.subject.otherOperation Research/Decision Theoryen_US
dc.subject.otherForecast or Solution Horizonsen_US
dc.subject.otherInfinite Horizon Optimizationen_US
dc.subject.otherMathematical Methods in Physicsen_US
dc.subject.otherSequential Decision Problemsen_US
dc.subject.otherDegeneracyen_US
dc.subject.otherCalculus of Variations and Optimal Controlen_US
dc.subject.otherOptimizationen_US
dc.subject.otherCombinatoricsen_US
dc.subject.otherMathematicsen_US
dc.subject.otherMathematics of Computingen_US
dc.subject.otherNumerical Analysisen_US
dc.titleDegeneracy in infinite horizon optimizationen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, University of Michigan, 48109, Ann Arbor, MI, USAen_US
dc.contributor.affiliationotherDepartment of Industrial Engineering, University of Pittsburgh, 15261, Pittsburgh, PA, USAen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/47919/1/10107_2005_Article_BF01582295.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/BF01582295en_US
dc.identifier.sourceMathematical Programmingen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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