Forecast horizon in nonstationary Markov decision problems

DOI10.1080/02331938908843505zbMATH Open0696.90081OpenAlexW1982344057MaRDI QIDQ3474498FDOQ3474498

Authors: Ryszarda Rempała 

Publication date: 1989

Published in: Optimization (Search for Journal in Brave)

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

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zbMATH Keywords

forecast horizonsnonstationary Markov decision

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (10)

• Computing minimal forecast horizons: an integer programming approach
• A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes
• Finite-time 4-expert prediction problem
• Decision and forecast horizons in a stochastic environment: A survey
• Forecast horizons for a class of dynamic games
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
• The forecast horizon in discounted Markov decision processes: a panoramic view
• A forecast horizon and a stopping rule for general Markov decision processes
• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

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