Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage
- 1 February 1973
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 21 (1) , 179-187
- https://doi.org/10.1287/opre.21.1.179
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.Keywords
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