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Conditions for the discovery of solution horizons

dc.contributor.authorSmith, Robert L.en_US
dc.contributor.authorBean, James C.en_US
dc.identifier.citationBean, James C.; Smith, Robert L.; (1993). "Conditions for the discovery of solution horizons." Mathematical Programming 59 (1-3): 215-229. <>en_US
dc.description.abstractWe present necessary and sufficient conditions for discrete infinite horizon optimization problems with unique solutions to be solvable. These problems can be equivalently viewed as the task of finding a shortest path in an infinite directed network. We provide general forward algorithms with stopping rules for their solution. The key condition required is that of weak reachability, which roughly requires that for any sequence of nodes or states, it must be possible from optimal states to reach states close in cost to states along this sequence. Moreover the costs to reach these states must converge to zero. Applications are considered in optimal search, undiscounted Markov decision processes, and deterministic infinite horizon optimization.en_US
dc.format.extent1046020 bytes
dc.format.extent3115 bytes
dc.publisherSpringer-Verlag; The Mathematical Programming Society, Inc.en_US
dc.subject.otherMathematical and Computational Physicsen_US
dc.subject.otherNumerical and Computational Methodsen_US
dc.subject.otherOperation Research/Decision Theoryen_US
dc.subject.otherNumerical Analysisen_US
dc.subject.otherMathematics of Computingen_US
dc.subject.otherInfinite State: Infinite Stage Problemsen_US
dc.subject.otherCalculus of Variations and Optimal Controlen_US
dc.subject.otherDeterministic and Markoven_US
dc.subject.otherMathematical Methods in Physicsen_US
dc.subject.otherDynamic Programmingen_US
dc.subject.otherInfinite Networksen_US
dc.subject.otherInfinite Dimensional: Infinite Horizon Optimizationen_US
dc.subject.otherShortest Pathsen_US
dc.titleConditions for the discovery of solution horizonsen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, The University of Michigan, IOE Building, 1205 Beal Avenue, 48109, Ann Arbor, MI, USAen_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, The University of Michigan, IOE Building, 1205 Beal Avenue, 48109, Ann Arbor, MI, USAen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.identifier.sourceMathematical Programmingen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed

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