Decision and forecast horizons in a stochastic environment: A survey

DOI10.1002/oca.4660080303zbMath0615.90003OpenAlexW2065817716MaRDI QIDQ4724374

Sita Bhaskaran, Suresh P. Sethi

Publication date: 1987

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660080303

zbMATH Keywords

stochastic optimizationforecast horizonstochastic environmentdecision horizon

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Economic growth models (91B62)

Related Items (5)

A survey of dynamic network flows ⋮ A model for equipment replacement due to technological obsolescence ⋮ Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems ⋮ Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note ⋮ A theory of rolling horizon decision making

Cites Work

• Unnamed Item
• A forward algorithm and planning horizon procedure for the production smoothing problem without inventory
• Dynamic Inventory Policy with Varying Stochastic Demands
• Universal Planning Horizons for Generalized Convex Production Scheduling
• Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result
• Conditions for the Existence of Planning Horizons
• Infinite-Horizon Dynamic Programming Models—A Planning-Horizon Formulation
• Planning Horizon Procedures for Machine Replacement Models
• Algorithms and Planning Horizon Results for Production Planning Problems with Separable Costs
• The Nonstationary Infinite Horizon Inventory Problem
• An Extension to Modigliani and Hohn's Planning Horizons Results
• Planning Horizons for the Dynamic Lot Size Model: Zabel vs. Protective Procedures and Computational Results
• Discounting, Ergodicity and Convergence for Markov Decision Processes
• Stochastic Horizons for the Aggregate Planning Problem
• The Status of Mathematical Inventory Theory
• Optimality of Myopic Inventory Policies for Several Substitute Products
• On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof
• Decision and Horizon Rules for Stochastic Planning Problems: A Linear Example
• Production Planning Over Time and the Nature of the Expectation and Planning Horizon

This page was built for publication: Decision and forecast horizons in a stochastic environment: A survey