Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note

DOI10.1016/0167-6377(85)90033-1zbMath0566.90099OpenAlexW3125482525MaRDI QIDQ1059561

Sita Bhaskaran, Suresh P. Sethi

Publication date: 1985

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(85)90033-1

zbMATH Keywords

stochastic optimizationexistencediscountingstochastic environmentdiscounted deterministic problemsforecast horizons

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

Conditions for the discovery of solution horizons ⋮ Computing minimal forecast horizons: an integer programming approach ⋮ Forecast horizon for dynamic lot sizing model under product substitution and perishable inventories ⋮ A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty ⋮ Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems

Cites Work

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• Spectral localization of operators in Banach spaces
• On Sequential Decisions and Markov Chains
• Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result
• Conditions for the Existence of Planning Horizons
• Decision and forecast horizons in a stochastic environment: A survey
• Discounted Dynamic Programming
• Turnpike Planning Horizons for a Markovian Decision Model
• Markov Renewal Programs with Small Interest Rates

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