Approximation of Optimal Solutions for Infinite Horizon Linear Programs

Abstract

This paper defines infinite horizon linear programs and presents a procedure that will approximate the optimal solution of almost any infinite horizon linear program that has a finite optimal value. In addition, it is demonstrated that other procedures for calculating optimal solutions will not, in general, approximate the optimal solution.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1974
Accession Number
ADA003558

Entities

People

  • Richard C. Grinold

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • California
  • Dynamic Programming
  • Equations
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • Operations Research
  • Optimization
  • Power Series
  • Security
  • Sequences
  • Theorems
  • United States
  • United States Government
  • Universities

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computer Science.