Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes

DOI10.1287/OPRE.37.2.339zbMATH Open0679.90092OpenAlexW2073103075MaRDI QIDQ4729637FDOQ4729637

Authors: Wallace J. Hopp 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1287/opre.37.2.339

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zbMATH Keywords

nonhomogeneous Markov decision processesforecast horizonsepsilon optimalityKarkov finite staterelative value functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited In (14)

• Sensitivity analysis in discrete dynamic programming
• The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
• A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes
• Conditions for the discovery of solution horizons
• A model for equipment replacement due to technological obsolescence
• Markovian Forecast Processes
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• To protect or not to protect: Bayes decisions with forecasts
• Forecast horizon in nonstationary Markov decision problems
• Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
• Denumerable state nonhomogeneous Markov decision processes
• Title not available (Why is that?)
• 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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