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Abstract: . Dynamic optimization problems, including optimal control problems, have typically relied on the solution techniques of dynamic programming, involving the sequential solution of certain optimality equations. However, many problems cannot be handled this way, due to complex constraints, a continuous state space, and other complicating factors. When recast as mathematical programs relying on the powerful tools of optimization, especially duality, and decomposability to deal with very large... (Update)
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BibTeX entry: (Update)
@misc{ korf-approximation,
author = "Lisa A. Korf",
title = "An Approximation Framework for Infinite Horizon Optimization Problems in
a Mathematical Programming Setting",
url = "citeseer.ist.psu.edu/70662.html" }
Citations (may not include all citations):234 Dynamic Programming (context) - Bellman - 1957
230 Dynamic Programming: Deterministic and Stochastic Models (context) - Bertsekas - 1987
110 Variational Analysis (context) - Rockafellar, Wets - 1997
81 Sequential Analysis (context) - Wald - 1947
19 Generalized Linear-Quadratic Problems of Deterministic and s.. (context) - Rockafellar, Wets - 1990 ACM
5 Operator Splitting Methods for Monotone Affine Variational I.. - Eckstein, Ferris - 1996
5 Approximation and Solution Schemes for Stochastic Dynamic Op.. (context) - Korf - 1998
5 Existence Results and Finite Horizon Approximates for Infini.. (context) - Flam, Wets - 1987
4 Finite Horizon Approximates of Infinite Horizon Linear Progr.. (context) - Grinold - 1977
4 A Splitting Algorithm for Multistage Stochastic Programming .. (context) - Salinger - 1997 ACM
4 Bayes and Minimax Solutions of Sequential Decision Problems (context) - Arrow, Blackwell et al. - 1949
4 Duality in Stochastic Programming (context) - Rockafellar - 1998
3 Lake Eutrophication Management: The Lake Balaton Project (context) - King, Rockafellar et al. - 1988
1 Insurers' Portfolios of Risks: Approximating Infinite Horizo.. (context) - Korf - 1998
1 Les R'eserves et la R'egulation de L'Avenir Dans la Vie ' Ec.. (context) - Mass'e - 1946
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Random LSC Functions: Scalarization - Korf, Wets (1999) (Correct)
Duality And Decomposition For Extended Linear-Quadratic.. - Lisa Korf (Correct)
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