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

Author

Listed:
  • Richard C. Grinold

    (University of California, Berkeley, California)

  • David S. P. Hopkins

    (Stanford University, Stanford, California)

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.

Suggested Citation

  • Richard C. Grinold & David S. P. Hopkins, 1973. "Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage," Operations Research, INFORMS, vol. 21(1), pages 179-187, February.
    • Handle: RePEc:inm:oropre:v:21:y:1973:i:1:p:179-187
    DOI: 10.1287/opre.21.1.179
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    Cited by:

    1. Ghate, Archis, 2015. "Circumventing the Slater conundrum in countably infinite linear programs," European Journal of Operational Research, Elsevier, vol. 246(3), pages 708-720.
    2. O. Zeynep Akşin, 2007. "On valuing appreciating human assets in services," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(2), pages 221-235, March.
    3. Chang, Tsung-Sheng, 2009. "Decision support for truckload carriers in one-shot combinatorial auctions," Transportation Research Part B: Methodological, Elsevier, vol. 43(5), pages 522-541, June.

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