We characterize the value function of a discounted infinite-horizon version of the single-item lot-sizing problem. As corollaries, we show that this value function inherits several properties of finite, mixed-integer program value functions; namely, it is subadditive, lower semicontinuous, and ...
There exists a unique optimal value function Optimal policy for a MDP in an infinite horizon problem (agent acts forever) is Deterministic Stationary (does not depend on time step) Unique? Not necessarily, may have state-actions with identical optimal values The optimal value function for an infi...
This paper considers the convergence of the finite-horizon optimal value functions of dynamic programming to the infinite-horizon optimal value function, when there is a non-zero terminal-reward function. The model and methods follow closely these used by Schäl in a recent paper, in which a ...
我家有四个人,有父母哥哥和我,我的爸爸和哥哥是工人,妈妈是一位家庭主妇。我是我们家最年轻的一位。[translate] aThe infinite-horizon autonomous problem Γ (x) is independent of the choice of t and dependent only upon the state at the starting time x. 正在翻译,请等待...[translate]...
On the Nonsmooth Geometry and Neural Approximation of the Optimal Value Function of Infinite-Horizon Pendulum Swing-up We revisit the inverted pendulum problem with the goal of understanding and computing the true optimal value function. We start with an observation that th... H Han,H Yang 被引...
We start by citing a theorem stating a very weak sufficient condition for the optimal solution and the value function being a version of Theorem 1 of Wiszniewska-Matyszkiel (2011), designed especially for the infinite horizon dynamic optimization problems with unbounded payoffs like those consider...
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These theorems pertain to infinite-horizon models, ubiquitous in economics, in which the state is a one-dimensional, time-homogeneous diffusion. The first theorem states – under continuity, linearity, and non-vanishing-volatility conditions – that the value function of any optimal control problem ...