A theory of rolling horizon decision making
type: Item
instance of: scholarly article
title: A theory of rolling horizon decision making
zbMATH Open document ID: 0732.93084
DOI: 10.1007/BF02283607
author: Suresh P. Sethi
author: Gerhard Sorger
published in: Annals of Operations Research
publication date: 1991-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 4211954
zbMATH Keywords: stochastic optimization problem
zbMATH Keywords: dynamic programming approach
zbMATH Keywords: horizon problems
zbMATH Keywords: numerical example
reviewed by: T. E. Duncan
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02283607
OpenAlex ID: W3124291671
description: scientific article; zbMATH DE number 4211954