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

DOI10.1287/MNSC.42.1.37MaRDI QIDQ4887772zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

parameter uncertaintyplanning horizoninfinite horizon Markov decision processeshorizon roll

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(2)

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

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