论文信息 - Solvability in infinite horizon optimization

Solvability in infinite horizon optimization

We give necessary and sufficient conditions for finite detection of an optimal initial decision for infinite horizon optimization under a broad set of assumptions and provide an algorithm that is guaranteed to solve every solvable problem under these assumptions. We illustrate the theory and algorithms developed with applications in production planning.

Irina S. Dolinskaya | Robert L. Smith | Archis Ghate | Timothy D. Lortz

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