Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes

DOI10.1287/MNSC.42.1.37zbMATH Open0851.90137OpenAlexW2097440121MaRDI QIDQ4887772FDOQ4887772

D. J. White

Publication date: 5 August 1996

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.42.1.37

Recommendations

• Infinite horizon Markov decision processes with unknown or variable discount factors
• A theory of rolling horizon decision making
• scientific article; zbMATH DE number 970516
• MARKOV DECISION PROCESSES WITH RANDOM HORIZON
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes

zbMATH Keywords

parameter uncertaintyplanning horizoninfinite horizon Markov decision processeshorizon roll

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (2)

• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Infinite horizon Markov decision processes with unknown or variable discount factors

This page was built for publication: Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4887772)