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Flam, S.D. & Wets, R.J.-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: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2538 |
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