Infinite Horizon Optimization

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Simulating Continuous Time Infinite Horizon Optimization Models

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Author : Timo Trimborn
language : en
Publisher:
Release Date : 2007

Simulating Continuous Time Infinite Horizon Optimization Models written by Timo Trimborn and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.

Approximating Solutions In Infinite Horizon Optimization

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Author : William Paul Cross
language : en
Publisher:
Release Date : 1995

Approximating Solutions In Infinite Horizon Optimization written by William Paul Cross and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.

An Approximation Framework For Infinite Horizon Optimization Problems In A Mathematical Programming Setting

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Author : International Business Machines Corporation. Research Division
language : en
Publisher:
Release Date : 1999

An Approximation Framework For Infinite Horizon Optimization Problems In A Mathematical Programming Setting written by International Business Machines Corporation. Research Division and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Combinatorial optimization categories.

Abstract: "Dynamic optimization problems, including optimal control problems, have typically relied on the solution techniques of dynamic programming, involving the sequential solution of certain optimality equations. However, many problems cannot be handled this way, due to complex constraints, a continuous state space, and other complicating factors. When recast as mathematical programs relying on the powerful tools of optimization, especially duality, and decomposability to deal with very large problems, the boundaries imposed by dynamic programming are lifted. This paper develops approximation techniques for stationary infinite horizon problems with discounted costs, in the framework of mathematical programming. A reference is given for parallel results for stochastic dynamic optimization problems."

Degeneracy In Infinite Horizon Optimization

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Author : Sarah M. Ryan, James C. Bean
language : en
Publisher:
Release Date : 1987

Degeneracy In Infinite Horizon Optimization written by Sarah M. Ryan, James C. Bean and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.

Infinite Horizon Optimal Control In The Discrete Time Framework

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Author : Joël Blot
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-08

Infinite Horizon Optimal Control In The Discrete Time Framework written by Joël Blot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-08 with Mathematics categories.

​​​​In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin’s principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin’s principles to multi-criteria problems. ​Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

A Tie Breaking Algorithm For Infinite Horizon Optimization

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Author : sarah m. ryan, james c. bean, robert l. smith
language : en
Publisher:
Release Date : 1987

A Tie Breaking Algorithm For Infinite Horizon Optimization written by sarah m. ryan, james c. bean, robert l. smith and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.

Infinite Horizon Optimization

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Author : Robert L. Smith
language : en
Publisher:
Release Date : 1986

Infinite Horizon Optimization written by Robert L. Smith and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.

Cost Based Means For Resoving Degeneracy In Infinite Horizon Optimization

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Author : SARAH M. RYAN JAME C. BEAN
language : en
Publisher:
Release Date : 1986

Cost Based Means For Resoving Degeneracy In Infinite Horizon Optimization written by SARAH M. RYAN JAME C. BEAN and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.

Monotonicity In Infinite Horizon Optimization

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Author : Torpong Cheevaprawatdomrong
language : en
Publisher:
Release Date : 2001

Monotonicity In Infinite Horizon Optimization written by Torpong Cheevaprawatdomrong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.

Infinite Horizon Optimal Control

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Author : Dean A. Carlson
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Infinite Horizon Optimal Control written by Dean A. Carlson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general.