Accession Number:

ADA003558

Title:

Approximation of Optimal Solutions for Infinite Horizon Linear Programs

Descriptive Note:

Research rept.

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

• Grinold, Richard C.

Report Date:

1974-12-01

Pagination or Media Count:

37.0

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.

Descriptors:

• *LINEAR PROGRAMMING
• APPROXIMATION(MATHEMATICS)
• DYNAMIC PROGRAMMING
• THEOREMS

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE