Concepts of Forecast and Decision Horizons: Applications to Dynamic Stochastic Optimization Problems
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Publication:3802914
DOI10.1287/moor.13.2.295zbMath0655.90091OpenAlexW2001971870MaRDI QIDQ3802914
Publication date: 1988
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.13.2.295
Related Items (24)
Forecast horizons for a class of dynamic games ⋮ Conditions for the discovery of solution horizons ⋮ A stochastic programming approach for planning horizons of infinite horizon capacity planning problems ⋮ Error bound for the dynamic lot size model with backlogging ⋮ An approximate dynamic programming approach to solving a dynamic, stochastic multiple knapsack problem ⋮ Computing minimal forecast horizons: an integer programming approach ⋮ Forecast horizon in nonstationary Markov decision problems ⋮ Non-homogeneous Markov decision processes with a constraint ⋮ Degeneracy in infinite horizon optimization ⋮ Pointwise versions of the maximum theorem with applications in optimization ⋮ Solving nonstationary infinite horizon dynamic optimization problems ⋮ Duality in infinite dimensional linear programming ⋮ Finite dimensional approximation in infinite dimensional mathematical programming ⋮ Forecast horizons and dynamic facility location planning ⋮ A model for equipment replacement due to technological obsolescence ⋮ Forecast horizon for dynamic lot sizing model under product substitution and perishable inventories ⋮ Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs ⋮ The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies ⋮ Solvability in infinite horizon optimization ⋮ On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty ⋮ Solving nonstationary infinite horizon stochastic production planning problems ⋮ A greedy algorithm for finding maximum spanning trees in infinite graphs ⋮ A theory of rolling horizon decision making ⋮ The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
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