Forecast horizon in nonstationary Markov decision problems

DOI10.1080/02331938908843505zbMath0696.90081OpenAlexW1982344057MaRDI QIDQ3474498

Ryszarda Rempała

Publication date: 1989

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938908843505

zbMATH Keywords

forecast horizonsnonstationary Markov decision

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Computing minimal forecast horizons: an integer programming approach

Cites Work

• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems

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