Conditions for the discovery of solution horizons

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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 http://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
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