A TIE-BREAKING RULE FOR DISCRETE INFINITE HORIZON OPTIMIZATION

成果类型:
Article
署名作者:
RYAN, SM; BEAN, JC; SMITH, RL
署名单位:
University of Michigan System; University of Michigan
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.40.1.S117
发表日期:
1992
页码:
S117-S126
关键词:
摘要:
We study discrete infinite horizon optimization problems without the common assumption of a unique optimum. A method based on solution set convergence is employed for finding optimal initial decisions by solving finite horizon problems. This method is applicable to general discrete decision models that satisfy a weak reachability condition. The algorithm, together with a stopping rule, is applied to production planning and capacity expansion, and computational results are reported.