CONDITIONS FOR THE DISCOVERY OF SOLUTION HORIZONS. TECHNICAL REPORT

The authors present necessary and sufficient conditions for discrete infinite horizon optimization problems with unique solutions to be solvable. These problems can be equivalently viewed as the task of finding a shortest path in an infinite directed network. The authors provide general forward algorithms with stopping rules for their solution. The key condition required is that of weak reachability, which roughly requires that for any sequence of nodes or states, it must be possible from optimal states to reach states close in cost to states along this sequence. Moreover the costs to reach these states must converge to zero. Applications are considered in optimal search, undiscounted Markov decision processes, and deterministic infinite horizon optimization.

  • Corporate Authors:

    University of Michigan Transportation Research Institute

    Great Lakes Center for Truck Transportation Research, 2901 Baxter Road
    Ann Arbor, MI  United States  48109-2150
  • Authors:
    • Bean, J C
    • Smith, R L
  • Publication Date: 1991-5

Language

  • English

Media Info

  • Features: Figures; References;
  • Pagination: 20 p.

Subject/Index Terms

Filing Info

  • Accession Number: 00628902
  • Record Type: Publication
  • Report/Paper Numbers: GLCTTR 02-91/2
  • Files: TRIS
  • Created Date: Apr 23 1993 12:00AM