Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage

Richard C. Grinold and David S. P. Hopkins
Additional contact information
Richard C. Grinold: University of California, Berkeley, California
David S. P. Hopkins: Stanford University, Stanford, California

Operations Research, 1973, vol. 21, issue 1, 179-187

Abstract: This paper studies multistage mathematical programs with an arbitrary transient phase followed by an infinite stationary phase with linear constraints and objective. It presents conditions tinder which a derived linear program will determine an optimal solution to the infinite problem. These conditions are general and may be validated by simple algebraic tests (perhaps solving a finite linear program). No topological restrictions are placed on the model.

Date: 1973
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.21.1.179 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:21:y:1973:i:1:p:179-187

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().