Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems

Flam SD & Wets RJ-B (1984). Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-039

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Abstract

The paper deals with infinite horizon optimization problems. The existence of optimal solutions is obtained as a consequence of an asymptotic growth condition. We also exhibit finite horizon approximates that yield upper and lower bounds for the optimal values and whose optimal solutions converge to the long-term optimal trajectories.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 21 Jul 2016 08:12
URI: http://pure.iiasa.ac.at/2538

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