Conditions for the discovery of solution horizons
dc.contributor.author | Smith, Robert L. | en_US |
dc.contributor.author | Bean, James C. | en_US |
dc.date.accessioned | 2006-09-11T19:33:40Z | |
dc.date.available | 2006-09-11T19:33:40Z | |
dc.date.issued | 1993-03 | en_US |
dc.identifier.citation | Bean, James C.; Smith, Robert L.; (1993). "Conditions for the discovery of solution horizons." Mathematical Programming 59 (1-3): 215-229. <http://hdl.handle.net/2027.42/47927> | en_US |
dc.identifier.issn | 0025-5610 | en_US |
dc.identifier.issn | 1436-4646 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/47927 | |
dc.description.abstract | We 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.extent | 1046020 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 | 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 | Numerical Analysis | 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 | Optimization | en_US |
dc.subject.other | Infinite State: Infinite Stage Problems | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Deterministic and Markov | en_US |
dc.subject.other | Mathematical Methods in Physics | en_US |
dc.subject.other | Dynamic Programming | en_US |
dc.subject.other | Programming | en_US |
dc.subject.other | Infinite Networks | en_US |
dc.subject.other | Infinite Dimensional: Infinite Horizon Optimization | en_US |
dc.subject.other | Shortest Paths | en_US |
dc.title | Conditions for the discovery of solution horizons | 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, The University of Michigan, IOE Building, 1205 Beal Avenue, 48109, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, The University of Michigan, IOE Building, 1205 Beal Avenue, 48109, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/47927/1/10107_2005_Article_BF01581244.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/BF01581244 | en_US |
dc.identifier.source | Mathematical Programming | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
Files in this item
Remediation of Harmful Language
The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.
Accessibility
If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.