A Finite Algorithm for Solving Infinite Dimensional Optimization Problems

Annals of Operations Research

Volumn 101, Issue 1-4, 2001, Pages 119-142

  Schochetman, Irwin E ^a   Smith, Robert L ^b  

^a OAKLAND UNIVERSITY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Continuous time optimization; Infinite horizon optimization; Optimal control; Production control

Indexed keywords

EID: 0042287712     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1010964322204     Document Type: Article

References (18)

1. J.C. Bean and R.L. Smith, Conditions for the existence of planning horizons, Mathematics of Operations Research 9 (1984) 391-401.
2. J.C. Bean and R.L. Smith, Conditions for the discovery of solution horizons, Mathematical Programming 59 (1993) 215-229.
3. C. Bes and S. Sethi, Concepts of forecast and decision horizons: Applications to dynamic stochastic optimization problems, Mathematics of Operations Research 13 (1988) 295-310.
4. D.A. Carlson, A.B. Haurie and A. Leizarowitz, Infinite Horizon Optimal Control: Deterministic and Stochastic Systems, 2nd ed. (Springer, Berlin, 1987).
5. G. Dal Maso, An Introduction to Γ-Convergence (Birkhäuser, Boston, 1993).
6. A.L. Dontchev and T. Zolezzi, Well-Posed Optimization Problems (Springer, Berlin, 1993).
7. J. Dugundji, Topology (Allyn and Bacon, Boston, 1966).
8. A. V. Fiacco, Convergence properties of local solutions of sequences of mathematical programming problems in general spaces, Journal of Optimization Theory and Applications 13 (1974) 1-12.
9. J.L. Kelley, General Topology (Van Nostrand, New York, 1955).
10. E. Klein and A.C. Thompson, Theory of Correspondances: Including Applications to Mathematical Economics (Wiley, New York, 1984).
11. D.G. Luenberger, Optimization by Vector Space Methods (Wiley, New York, 1969).
12. I.E. Schochetman and R.L Smith, Infinite horizon optimization, Mathematics of Operations Research 14 (1989) 559-574.
13. I.E. Schochetman and R.L Smith, Convergence of selections with applications in optimization, Journal of Mathematical Analysis and Applications 155 (1991) 278-292.
14. I.E. Schochetman and R.L Smith, Finite dimensional approximation in infinite dimensional mathematical programming, Mathematical Programming 54 (1992) 307-333.
15. I.E. Schochetman and R.L Smith, Convergence of best approximations from unbounded sets, Journal of Mathematical Analysis and Applications 166 (1992) 112-128.
16. I.E. Schochetman and R.L Smith, Existence and discovery of average-cost optimal solutions in deterministic infinite horizon optimization, Mathematics of Operations Research (1997).
17. J. Semple, Infinite positive-definite quadratic programming in a Hilbert space, Journal of Optimization Theory and Applications 88 (1966) 743-749.
18. D.V. Widder, The Laplace Transform (Oxford University Press, Oxford, 1946).