A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes

DOI10.1287/opre.40.6.1188zbMath0764.90021OpenAlexW1991261058MaRDI QIDQ4016943

Robert L. Smith, James C. Bean, Julia L. Higle

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1287/opre.40.6.1188

zbMATH Keywords

infinite horizonnonlinear Brownian motionnon-Markovian birth and death processstochastically growing demand

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Markov renewal processes, semi-Markov processes (60K15) Stochastic systems in control theory (general) (93E03)

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