MARKOV DECISION PROCESSES WITH RANDOM HORIZON

DOI10.15807/JORSJ.39.592MaRDI QIDQ4347338zbMATH OpenOpenAlexFDO

Authors Tetsuo Iida, Masao Mori

Publication date 7 August 1997

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.39.592

zbMATH Keywords

Markov decision processes with random horizonrolling strategies

Mathematics Subject Classification ID

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

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Cited in

(8)

• Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs
• Minimax weight learning for absorbing MDPs
• Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes
• Turnpikes in Finite Markov Decision Processes and Random Walk
• Markov decision processes on Borel spaces with total cost and random horizon
• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option

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