A theory of rolling horizon decision making (Q809976): Difference between revisions
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Latest revision as of 17:50, 8 July 2025
scientific article; zbMATH DE number 4211954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of rolling horizon decision making |
scientific article; zbMATH DE number 4211954 |
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A theory of rolling horizon decision making (English)
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1991
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A discrete time, stochastic optimization problem is considered where the decision maker can obtain information on the uncertain future at a given cost. A dynamic programming approach is used to solve both finite and infinite horizon problems. An elementary numerical example is given for the method.
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stochastic optimization problem
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dynamic programming approach
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horizon problems
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numerical example
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